WHy don't US states that execute use carbon monoxide?

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Might be some ill-effects if coming on in a combined atmosphere and gradually, but from some PDF on N2 hazards somewhere on the internet:

After one breath, you still have circulating O2 in your blood. This is gradually converted to C02, then mixed into the lungs by transpiration. One breath of N2, or H2 or He or Ar or O2 is not normally fatal.

Phantom pain Tinnitus Neuralgia

A recent episode of PBS’ Frontline profiled a case of an executed man who I believe was almost certainly innocent…

Perhaps not immediately fatal, but it’ll quickly render you unconscious. Fill your lungs with inert gas, and O2 immediately starts coming out of your blood and into your lungs; almost immediately, you start sending anoxic blood toward your brain. Exhale deeply and take a really deep breath of N2/He/[not-O2], and you’ll be unconscious within 10-15 seconds.

Scene on used-car lot

Salesman to customer: “This car was owned by a little old lady who only used it to carbon monoxide three husbands.”

Since many people, including friends of mine, have had exactly that experience, and lived to describe it to us, the clause “will be fatal” is unquestionably poor English.