No, you can't tell if a given cigarette being smoked is contraband or not, but buying a pack of smuggled cigarettes is a very different experience from buying a legal pack.

When all brothels (escort services etc) are illegal, operators have very little incentive to enforce all sex workers being 18+, non-trafficed, getting regular medicals, whatever. Even a conscientious customer has very few options to check for themselves. If brothels on the other hand are legal, operators have every incentive to do this, and if anyone is looking for an illegal brothel (which looks very different from a legal one, just like the place you're buying smuggled smokes looks very different from a 7-11), this "paraphernalia" is direct evidence that they're looking for something bad.

Sure, but the question is about the relative sizes of the markets and the amount of involuntary suffering involved.

While I admittedly did not look up any hard data, I take it for granted that the cocaine market is much more of a public problem than the smuggled cigarette market. This flies in the face of your admittedly compelling thought experiment. Siblings have made some compelling points regarding why that might be.

Legal cigarettes cap the profits that can be had from illegal cigarette trade. With cocaine, you can charge 100x production costs. This creates incentives that are sure to produce an endless supply of dealers, regardless of how draconian enforcement is.