As a smoker, I've always felt that my right to smoke does not supersede your right to breathe clean air. I think many smokers feel the same way - we don't want to make anyone else uncomfortable with our smoking. I know if someone next to our stateroom asked us not to smoke on the balcony, I would gladly comply. I know not everyone would, but I think you would be surprised with how many smokers do try to be considerate.
Pete