We can easily smell chlorine gas and its irritating odour, but we cannot smell oxygen gas. Do few protons and electrons make such difference to our olfactory receptors?
Chloride (Cl2) carries 34 protons and electrons.
A common example of a relatively heavy odorless gas is CO2, carrying 22 protons and electrons.
All noble gases are odorless. The heaviest, naturally occurring noble gas is Radon, which has a proton count of 86. Ununoctium, an exotic artificial element with atomic number 118, is a noble gas too. However, with a half life of approximately 0.9 ms it's difficult to sniff out whether it's really oderless.
Sulfur hexafluoride is odorless too, with a proton count of 72.
Hence, the atomic number per se is not the determining factor reason for generating the sensation of odor.
What determines whether a compound generates the sensation of odor I am unsure of, but the above compounds mentioned are all chemically inert. Note that Ununoctium decays rapidly, it doesn't react with anything. I have not been able to verify whether inertness always means odorless, but with the above examples I am inclined to believe it holds true. However, the reverse is definitely not true, as carbon monoxide is odorless, but reactive.