Fair enough. I'm mystified over what happened to that dog, though, based on your description.
Any gas can displace oxygen and present a serious risk of asphyxiation. People have died of asphyxiation in closed areas from LN2 and dry ice.
Air is primarily a mixture of N2 and O2. N2 = ~28 g/mol, O2 = ~32 g/mol. That's over 10% difference, but when was the last time you heard of someone in a loft asphyxiating because the oxygen pooled at the lower level leaving them almost none to breathe? Diffusion and air currents keep gasses from separating out very much unless there is a larger difference in density than that. CO is the same density as N2, so if anything, O2 would pool below the CO. It doesn't, because of the aforementioned diffusion and air currents.
The dog might have suffocated from a propane leak... except that propane and NG producers add horrible smelling stuff to them precisely to make detecting leaks easy. If it had been propane, they should have recognized the smell immediately upon waking up, and they would have been lucky they didn't suffocate as well.
On the other hand, if it was CO that killed the dog, then the CO detector must have been broken, and everyone nearby was very lucky they didn't die too. If that's the case, it's mystifying how nobody else suffered any symptoms, because CO doesn't pool near the floor. If it killed the dog it should have affected other people too.