What if the pilot light went out and they were asleep?
This sort of thing has happened before. From a quick google search
In May 2019, four members of the Reitter family died from carbon monoxide poisoning in their home in Genoa Township, Ohio. The victims were Richard Gabriel Reitter III, 50, his wife Jennifer, 49, and their children Richard Gabriel Reitter IV, 15, and Grace Reitter, 13. Three dogs also died
I would think that that was asphyxiation from the natural gas. No combustion, no CO.