Yeah, when you mess up building a bookshelf you can just have a nice bonfire and keep trying until you learn the techniques. Different situation with euthanasia.
Probably some people can get the hang of it right off, and that's great, but CO2 is simply a matter of feeding a tube into a box with a rodent in it and setting the meter at the right level until the rodent is dead -- no talent required. CO2 can also provide a little more emotional distance from the event, which can be valuable; long term, harvesting animals can take a bit of a toll on a person, or at least change a person in ways that may be more complex than expected.