I think she smokes because she thinks that is a solution to a lot of her problems and as seen the first levels are solved by the fact that she is smoking. Even though it's not good for her she finds a reason to do it in her head as shown in the game. Quite brilliant actually
 "Town of Fears"){kind=icon}
 "Flight"){kind=icon}
 "DuckLife3: Evolution"){kind=icon}
 "Scribble!"){kind=icon}
 "Fixation"){kind=icon}
 "The Last Stand 2"){kind=icon}
 "Platform Racing 2"){kind=icon}