In an age where soap and taking a bath were virtually unheard of, tobacco smoke must have smelled reasonably nice.

And of course, there's http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3001541/ (2010):

"Cigarette smoking has been shown to increase serum hemoglobin, increase total lung capacity and stimulate weight loss, factors that all contribute to enhanced performance in endurance sports."

:-)