Our dealer (in Coloma, WI) ran the furnace as part of the new dealer prep to get rid of the initial odor. New buyers should ask for this service. We were novices and didn't realize that we were getting such a nice service.
That said, I really don't care for the smell of any of the gas appliances when they are running, including the furnace, stove and hot water heater. There seems to be a gas smell that will always be there, if you are sensitive to those things, as I am. We have an all electric home, so only have to deal with it camping. Too bad they didn't have the gas/electric hot water heater on the model we purchased.
When cold weather camping without hookups we used the furnace sparingly as it is noisy and a huge comsumer of battery power. We use an electric heater when we have hookups.
My recommendation is to set up the TM in your driveway and run the furnace for a few hours a day or so before your first trip. Make sure there is adequate ventilation to remove the odor or air it out well afterwards.