Maybe because it could cause you to go outside, increasing exposure to the sun.
Imagine people at a bar. The smokers would stand outside in the cold, smoking, while the non-smokers inside are warmer but at higher risk of catching an infection.
It might even purify your second-hand smoke.
but yes, you have a very real point. I remember reading about some drug that seemed to give people heart attacks, but it actually cured what it was supposed to and heart attacks were the next statistically likely thing to get you.
Seems more likely that nicotine itself might have a direct interaction, or that there is no benefit at all, and it's all just noise in the data.