In case you're curious about the attraction to it, it varies by person, but in many cases it's a kind of mix of two things. Those being an oral fixation, and the taboo nature of it. It wasn't always taboo, of course, but that's becoming more of a draw of it.
Basically, the common mentality is that a woman or girl who smokes, does so because she's not 'quite' as good as people think. So, seeing a girl who looks prim and proper on the outside, who in turn lights up a cigarette, suggests to some people that the girl has secrets that she's hiding. She's not "perfect" so to speak. She could potentially be a freak in the sheets, or one to 'buck' the expected norms, since smoking has become seriously 'taboo' in a more health conscious world.