Heatilator Model GC300 (propane) burner does not light, but the pilot is burning.

I have a Cozy direct vent wall heater and sometimes when it starts up, you get a smell of gas coming from it for a few seconds. It doesn't set off the CO/Explosive Gas detector, but just wondering if this is something that direct vent heaters do or what? It doesn't do it every time, but it seems to do it if the wind is blowing towards the vent. Could it be wind pushing the exhaust back inside? I had my heating/cooling company here once, since they put it in, and they could not find any kind of gas leak. Is it something to be concerned about? The room is a small room and the smell only lasts for at most 1 to 2 minutes and disappears as the heater gets going. Thanks for any help or answer given.