Can they not see how dangerous that could be and how it could potentially cause breathing problems and also panic. A panicked reaction when all the exits are blocked by your group may have ended very badly.
But as an aside, if they had let off a smoke bomb, and I had been in that room, it could have killed me. I suffer from COPD,...Smoke bombs are not to be trifled with, in some circumstances they can be lethal.
Both of these. In an emergent situation like that, it's not clear that it's a smoke bomb rather than a fire or a threat of a device. It's not reasonable to expect civilians to know the difference or to be so accustomed to such things that we know what the best course of action is.
I just googled what to do if someone throws a smoke bomb and there was no advice.
Pages and pages of how to make smoke bombs (I'd no idea they'd become such a staple of football matches in some areas). And even some rather sweet advice on how to make them without damaging your pans and other kitchen items. And earnest discussion about making them non-coloured because even organic food dyes aren't good for your eyes if you get the air dispersal right rather than just have the dye burn up with the fuse. 