Nicotine is associated with considerable adverse effects on cardiovascular health. Caffeine has not been found to have any long-term effects on cardiovascular health.
I'm pretty sure there's no double blind, placebo controlled trial contrasting nicotine with cardiovascular health. Simply because for any adverse health effects to come up, it would need to be taken for a very long time, and no one would run such a study. As for tobacco, well, obviously. But it's not really controlled for nicotine, is it?
Sure, but the conclusion "therefore we can't know" is invalid. This is what we have observational studies and animal models for. You can absolutely do this in, say, rhesus monkeys and draw some reasonable conclusions if the trial results match up with observational results in humans.