The smell of cooking gas

I wonder why they chose this specific smell, it's really horrible. Come to think of it, is it the same smell everywhere?

Yes. A chemical agent is added to make LPG "smell".

This smell is due to primarily because of a chemical called" Ethyl Mercaptan" .

Usually Cooking gas(LPG) consists of hydrocarbons like Propane,Butane etc..These gases are Odourless. Hence when LPG escapes, its very difficult(or nearly impossible) to detect the leakage. Hence to identify this leak easily a foul smelling chemical like  Ethyl mercaptan is also added. 

Thus whenever there is a LPG leak, one can easily identify the same and the leak can be stopped.

As far as I know - there are different smells in different countries.

Yes, I believe this is true. As far as I know, the rather poisonous cooking gas has no natural smell. Thus, to help people identify a lick in the gas system, an odor is added to the gas.

Natural gas isn't poisonous - it kills by displacing oxygen and suffocating.  Also, it only takes a mixture of a few percent gas and air to support an explosion. 

They add ethyl mercaptan (which is very chemically close to skunk smell = butyl mercaptan) because it can be smelled in amazingly dilute concentrations.  In fact, it is detectable down to one part in 5 billion, millions of times more dilute than a flammable concentration.

Which compound is used in LPG to detect a leak?

Ethylmercapitan

Ethylmercapitan,because Pure LPG doesn,t smell