Has no vent is not the same as does not vent. Try the same in an air tight bank vault and you will quickly notice the difference. Natural gas cooking stoves don't need vents because most kitchens are far from air tight. But, ocationally you see some nut try and seal off a room with plastic which then goes very poorly for them.
It's also worth pointing out that the amount of gas burnt on a stove is a good deal less than that burnt by a furnace, too. A typical burner is 7K BTUs, while a typical furnace is 80K BTUs.