When you burn a hydrocarbon like propane, you are oxidizing the hydrogen and the carbon in the fuel, which produces H2O, water, and CO2, carbon dioxide. The air around us contains only 21 percent oxygen, most of the remaining 79 percent is nitrogen which does not contribute to combustion. When the process occurs in an enclosed space, the oxygen level is depleted as the oxygen is combined with the hydrogen and the carbon. If there is too little oxygen in the air, the carbon is incompletely oxidized, which produces carbon monoxide, rather than carbon dioxide. Carbon monoxide is poisonous.
Some heaters, like the catalytic heaters are very efficient and produce very little carbon monoxide, so long as they have a a good supply of oxygen from the surrounding air. As the available oxygen in the enclosed space is reduced, more and more carbon monoxide will be produced.
Leaving a window or other opening ajar may provide enough replacement oxygen to support the combustion process and any living animals in the space. As a lifetime, retired, heating and A/C technician, I would never sleep in an RV with a running propane heater. You might not wake up. Even if it does not outright kill you, long-term exposure to CO can lead to a build up in the blood stream, and can have adverse effects on your health.
I am not saying you shouldn't use your Little Buddy heater. They are great, and they are very efficient. I am saying that you must be aware of the risks involved and use the heater wisely.