There’s certainly a history of big tobacco getting actors to smoke on screen, so that’s certainly part of it. But another reason an actor might want to smoke is it gives them a way to utilize body language in a way that’s plausible within the scene. Cigarettes, cigars, pipes, pens, eye glasses… these sorts of props are often almost invisible (as the audience just sort of takes them for granted), but can be used by an actor with intent to convey some unsaid context.