Combustion devices actually can suck a lot of conditioned air out of a house. In the process, they suck unconditioned air in the house. The newer devices use closed combustion, where the burner gets all of its combustion air from outside, and then dumps the exhaust there as well. So, basically, combustion devices rely on sucking air in from outside to burn properly. It's better to do this in a controlled manner rather than have it do it through all of the cracks in the house. If the house is tight, it becomes worse, the device won't work right. By that, one possibility is incomplete venting - dumping it in the house rather than outside. Or, if there's not enough air, make some CO rather than CO2, which could kill you. If you don't have one, suggest you get yourself a CO detector and use it. You may need to provide an outside air vent to the area where the burners are.