Smelly matters in urine - do they have lower or higher boiling point than water?
There are several reasons that a smell vanishes. 

One obvious reason is that a smelly component has a very low boiling point and simply evaporates. Another reason might be a chemical reaction of the "stinker" when exposed to air, which converts it to something untraceable.

On the other hand, other reactions might result in quite the opposite but I rather doubt that you want to perform a test run with open bowls of urine over the next week at home ;)

Here is an older article from 1971 on the gaschromatographic analysis of volatile organic compounds in human urine after extraction with diethylether.

On a first view, however, the ketones that they found usually have a rather nice smell.

In order to get a hand on the components in the vapour phase above the urine, others have performed a headspace GC-MS analysis, see this application note
and this article.

Again, the ketones usually have a pleasant smell, but they also identified some of the highly volatile bad boys, such as trimethylamine, methanthiol, and dimethylsulfide. These have boiling points of ~5, ~6 and ~40 °C, respectively.