Because when a fat is heated strongly in the presence of a
dehydrating agent such as KHSO4, the glycerol portion of the
molecule is dehydrated to form the unsaturated aldehyde, acrolein
(CH2=CH-CHO), which has the peculiar odor of burnt grease.
A sample is heated with potassium bisulfate, and acrolein is
released if the test is positive.
That's why Acrolein test is a test for the presence of glycerin
or fats.
source from the page of:
http://en.wikipedia.org/wiki/Acrolein