It’s from Arizona, so that does help it seem plausible, but this is a really well-done April Fools joke. You can see part of the original video here; you’ll immediately recognize some of the language. I haven’t been able to identify the original source of the expert talking head video, but I’m sure someone will find that soon.
Bedbugs do produce a variety of chemicals, many of which are under investigation for possible use in control. Dogs can also be trained to find bedbugs by learning their distinct odor. Personally, I’ve always thought that bed bugs smell like crayons. But I haven’t ever smoked them or licked them. And I have no plans to do so.