Some people are self-destructive, whether consciously or unconsciously, and don't care..
Some people are depressive, and, because nicotine is a drug, a fag can make a huge difference to mood...
in some professions, e.g. some creative professions, smoking is more common, and you don't feel an outcast if you smoke, and therefore don't feel as much pressure to quit as you might if you were around judgmental people...
As a corollolary to above, some people finds it helps their creative work, and for them that's more important than long-term damage to their health...
Denial...
I don't smoke really, but very very occasionally have a fag, when desperate, maybe a pack a year, and I view it as an emergency solution if I'm horribly low. I know lots of people who smoke, and I wish they didn't, and I worry about them, but I can empathize. They aren't stupid people, either, they're brilliant, talented and accomplished, so it's not stupidity...
If you don't have the psychology that drives you to smoke, naturally it'll be hard for you to understand...it's like any kind of "difference."