That's always a risky argument to engage in. Everything has externalities, whether it's "sinful" or not. For example, there are a lot of externalities that the public pays for in order to allow everyone to drive a car. Probably round 30% of the driving public should not be driving a car. In western countries, drivers licence programs are much more about babying idiots through the basics of car driving than they are separating the incapable and denying them access. I don't know anyone who has wanted a drivers licence and been refused one. I do know multiple people in multiple countries who have taken the test more than 3 times to get it.
For the moment, we still value granting people freedom of movement. A society where there are two classes, those who can move themselves and those who cannot, would be deeply undesirable to most of us.
I for one value the right of people to make their own life decisions. The notion that my tax money might be used to treat lung cancer or buy sturdier surgery tables for obese patients doesn't bother me. What the hell is the point of a health care system if not to isolate ourselves from the harsh realities of life that prevent us from enjoying ourselves?
I don't want to live in a society where there are two classes, those who can pay for private health cover and therefore drink as much as they want, and those who cannot and thus may not party too hard. That might sound a bit weird, but would you want to live in a society where if you can't afford private health care you're not allowed to cycle on public roads?
I'm always in favor of letting people making their own decisions and then supporting them no matter the consequences. When that cost is spread across an entire society, it's a pretty light burden. Could be lighter if we stop letting companies dodge taxes tho.