When you're asleep you do not have a sense of smell. So with this being said, you won't wake up to the scent of a fire.
"We wake up to the scent of coffee," as quoted, it is not to be the other way around.
Thus being said, this is why we don't have scent alarm clocks. Although it'd be cool if we did.
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The Book of Facts
RandomAll types of facts can be found here; from psychological to the things you don't want to know.