Looking at the chemical structure and formula for ethylyene glycol, propylene glycol or glycerol, you can see that they have multiple OH or alcohol groups. The glycols are in fact called "diols" instead of alcohols because they have two alcohol groups. Glycerol has three. These extra OH groups likely lead to significantly more hydrogen bonding than exists for "ordinary" alcohols. Hydrogen bonding is the tendency for some of the -H ends of molecules to weakly bond to some of the extra electron pairs in the -OH groups. For this reason the diols and glycerol have higher boiling points, lower vapour pressures, and don't evaporate or smell like alcohols.

Note that while ethylene glycol doesn't smell like alcohol it tastes sweet, possibly because the neighbouring OH groups mimic the geometry of neighbouring OH groups in sugars. BUT ethylene glycol is very toxic. Pets and children are attracted to the pretty green color and the sweet pleasant taste, leading to fatality.