I too have met some extremely intelligent smokers. But, I think you may be missing the point. This study doesn’t provide evidence that pollution by itself hinders your cognition. Rather that pollution (or some other urban-related phenomenon) may blunt some of the positive effects that aerobic exercise would have had otherwise.

The negative effects of pollution have been well documented, so its not like this study is coming out of nowhere. But, I do agree that one study should not be given too much weight. And how pollution affects exercise needs more research before conclusions can be definitively reached.