Guys, think about it. The guy was in the chimney, not the fireplace or between the floors. Chimneys are sealed so that bad stuff (like smoke and carbon monoxide) won't leak into the house. Rotting flesh smell will not get out either. Also, the chimney has draft - well, maybe not too much with him stuck in there - but some draft that would take the stink out the top. Or possibly - being Louisiana - they didn't use the furnace for a long time, there was no draft and he just decomposed in place. At most, in a properly maintained furnace and chimney, the odor may have wafted out of the chimney top and been dispersed so that there would be a foul odor, but no obvious source.
Imagine if you will - stuck in a chimney, not able to move, not being able to scratch your nose when it itches or wipe the sweat or dust out of your eyes, dust getting sucked into your lungs and throat aggravated by screaming your throat hoarse from calling for help, slowly (over a couple of days) dehydrating into dementia and then death. Like I said earlier, a truly and seriously sucky way to die.