I know some capacitors use a compressed gas as a dielectric, but the usual gas (SF6) is odorless. They're expensive and usually used in test equipment for good precision and response. I wouldn't expect them in a cable box, but maybe it's some other type of capacitor that's been adapted.
Edit: On the original topic, I've had plenty lasers die, but not many I'd say I directly killed. Maybe a very old red that had alkalines in it too long. I'll have to get back on this topic when I mess with higher power levels. Still have yet to build anything over ~200mW.