I'm not an expert, but I have read in some auto LPG websites that it is called exhaust leak down.
To remedy this, run your car on petrol before turning off the engine.
to add to Mile2.. I think this is just normal. Since your car is burning the LPG and it comes off your exhaust you can still smell it. If its very strong like some cabs your mixture must be very rich but if its just a light smell then nothing to worry about.