Yes there is a difference nuance and it is the clue is in the "intention" of the speaker.
If I say "Huelo a gas" that implies that that particular smell "has come to me" without me playing any part. If I say "Huelo algo raro" (without the preposition) this implies that I had the intention to smell and so I actively do it, and I then perceive that smell.
In this other example you may see the difference a bit better:
La chica olía a perfume.
1. The girl smelled of perfume (herself, because she had spreaded some on her neck)
2. The girl could smell perfume. (unintentional, the smell suddenly came to her senses)
La chica olía el perfume.
The girl was smelling the perfume. (She intentionally placed her nose in front of the perfume bottle to smell it).
I hope this makes sense...
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