You made me look it up. Methane has no smell, so they add an odorant. Usually these contain sulfur, so there will be some amount of sulfur dioxide in the combustion products. Sulfur levels as limited to 70ppb, and are typically around 7ppb. This compares to a natural atmospheric level of sulfur dioxide at 1ppb. So unless you are breathing something like 10% combustion product the contribution is negligible.

The rest of the odor molecule is hyrdrogen, carbon, and oxygen, so likely goes to water and carbon dioxide or monoxide.