I assume that they talk about black powder.

The dust that comes from meteorites contains up to 4 fractions: silicates, which cannot be oxidized, metallic iron, which oxidizes, but it does not form volatile substances that can be smelled, hydrocarbons in the form of a tar or pitch, which can burn but it cannot be ignited easily, and finally a fraction made of iron sulfide (troilite) with small quantities of other sulfides.

In contact with air, the sulfides will be oxidized, releasing sulfur dioxide. Burning black powder also releases sulfur dioxide, which is the main reason for its smell. Burning pure sulfur will produce the same smell.