I have something very similar in my garage. Different brand but looks the same. Mine is 20,000BTU.
They are 98% efficient and burn clean. I have not seen any without a low O2 sensor.
The main problem with them is they fill the room with moist air. I have never seen condensation in my garage with it as the doors usually leak enough air.
I'd worry about low O2 and high CO2 levels in a closed room though.
A CO detector is a good idea. If I stir up dust, i see the flames turn orange and who knows what the results are.