I have long thought about it and I come down to either of 2 Fruedian theories which makes me reach out for that next cigarette each time :
Freud believed that there were 5 stages in the formation of your personality.
The first was what he called the Oral Dependency. If needs are not satisfied during this stage, one goes through life trying to meet them. Smoking, eating and drinking are seen as oral fixations. Recurring dreams and the feeling of incompleteness and unmet needs are common dreams.
Second was the more famous "anal retentive" phase. He believed that in this phase, a child if not handled properly or if child is traumatized, then one might become anal retentive, controlling, rigid or develop obsessive compulsive behaviors. Dreams of being out of control or trying to keep things in order are common.
I feel somewhere smoking is related to either (or both) of the above.
Arun
PS: I don't think I actually made sense with this post

More like a Schodinger's cat !!