I think somewhere its mentioned the gas is LPG, all countries have regulations on LPG and any sulphur or other impurities are removed to any meaningful extent. If it was natural gas (pretty much talking methane as the primary gas), then yes you are going to get sulphides. In the digesters I have it dosnt matter how many or what kind of scrubbing you use, you always get some impurities. If i was near a gas main i could inject mine into the grid most days, but some days you just cant clean it up enough.if you are using natural gas for heating, there could be some sulfides present. the gas itself might have small amounts to sulfur compounds in it naturally, or you may be getting sulfides from the methyl mercaptan they use to make gas smelly. i'm not sure what the products of methyl mercaptan are when it's burned, but there definitely are going to be some sulfur compounds present.
radon is an inert gas, because it has a full outer shell of valence electrons, and it takes a lot of energy to get it to form compounds with anything.