What the other comments aren't mentioning is that, as you've probably learned, poops steam. Put a lot of poops under the ground (i.e. sewers) and that steam has to go somewhere, due to various complex thermodynamic principles that are probably beyond the scope of this question.
Despite the fact that poo steams if it is really cold outside, I have a strong suspicion they did not build a smoke stack to release a cloud of shit-smelling steam in the city.