there are times where a deity leaves (or comes) with a certain smell. i work a lot with the goddess Isis and sometimes when she is near i smell lotus, like lotus incense. i have had satan with me before and i didnt get a smell or temp change. prehaps he did that just for you to let you know he was there
From my experience with Satan he does do things like that to comfort us as his children. He has a softer side that most people don't get to experience unless they follow him and work with him in an honest way. People who try to contact him out of fun, jokes, or just looking into it may have those kinds of experiences, but I think it depends on our hearts intentions. He knows what we are contacting him for and if we are serious.