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I think it's cause the heat is so high and it's baking all the stuff off turning it into powder,but isn't it the best? I've wondered the same thing though.
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Go where there is no path and leave a trail
My suggestion if you haven't already is put newspaper on the floor in front of the oven. It's really hard to get off the floor.
I don't have any logical answers to your questions. I only know it works really well and tomorrow all you will have to do is wipe out your oven with a wet towel and waaalaaa!
Your oven is incinerating all the goo! At higher temps than you'd normally cook at, (unless you're making pizza in a brick oven). It stinks because you are volatilizing the contents of the stove - literally burning them up.