If there IS a nocebo effect here, it's mildly implausible that it would have a really narrow effect like "making people more susceptible to lung cancer". At a minimum, I'd expect them to be more susceptible to other cancers, and possibly other diseases and illnesses (the big fat warnings in your face, and having to bypass them to smoke, acting as some sort of immunosuppressant or something like that).

Perhaps, if this effect is real, further research could demonstrate that? Or perhaps there's still a confounding effect somewhere, maybe something related to how people self-select whether they're going to smoke and some factor which is correlated both with making that decision in the face of a big fat warning label and with increased susceptibility to lung cancer?

Anyway. Nice idea for a research paper. Not sure it belongs here until you've done more though. :P