Hi Nathalie,
This is a great question. That does seem odd. Did you leave the lid off during the process of the maceration and then again, while it was infusing with oil? If so, the alcohol really should have evaporated mostly.
Now that you have strained it and let it sit, have any layers of separation appeared? If so, you can decant the layer of pure oil off (which is something I recommend with all oils anyway) and then check how it smells.
Another potential is it is possible that the oil was damaged form the heat a bit and that is giving off the smell. Over the years of making oils, I have found that it’s very easy to ‘burn’ or damage oils when heating them. So if they are being warmed for longer than a few minutes, it needs to be kept at quite a low warm temperature.
I hope this gives you a little insight.
Warmly,
Benna