Actually CO2 stings the eyes and nose if it gets pumped into the chamber too fast.
And as I've euthanized hundreds of laboratory rodents w/ CO2, I can tell you its definitely not the same as falling asleep.... The animals go unconscious first, then die a minute or so later.
It is the most humane. But I wouldn't say its comfortless...
Not to mention the stress and/or panic the animals feel when placed in the actual chamber...