Answer is: because carbon(IV) oxide is released.
For example if baking soda is used for the pizza dough, than on heat carbon(IV) oxide is product of chemical reaction:
2NaHCO₃ → Na₂CO₃ + CO₂ + H₂O.
If we use yeast (single-celled microorganism), also carbon(IV) oxide produced, because yeast turns sugars into carbon(IV) oxide.