I've always wondered how Nicholas II could reconcile smoking like a freight train with being so physically active. Even taking into consideration the fact that the tobacco he smoked probably wasn't near as toxic as that in cigarettes today, you'd think that after constantly getting short of breath while rowing, playing tennis, etc. he'd put two and two together and try to quit.
Also, it surprises me that Alix and OTMA smoked ... in that era, in America at least, smoking by women and especially young girls was considered "trashy."