I guess the lesson is, if you're going to create a character who smokes, create him for some other company than Marvel.

That just assures Marvel will lose the revenue for such new characters. In comics as well as in film, smoking can create a dramatic visual effect that is useful to the narrative, or just visually interesting.

I love what G-man pointed out, the irony that Wolverine can kill everyone in sight, but that smoking, not the taking of human life, is the unpardonable sin!