Smoking was not considered so much an unhealthful activity, as it was a masculine pursuit (and therefore generally rather unsuitable for ladies, at least in public). The UK study which provided the convincing statistical proof that tobacco smoking increased the risk of lung cancer was not published until 1956, long after the death of the imperial family, and even then it took some time for accepted attitudes towards this activity to change. Certainly from about WWI it was promoted by the tobacco industry as actually healthy, due to the tranquilizing effects which became particularly noticeable at the front, at which time it also started to become acceptable for women to smoke in public. With regard to alcohol, while alcoholism was well known about, the potential dangers of giving people alcohol in medicines and as stimulants for illness or injury was not really known about until after WWI either, and you certainly find in novels up to the 1950s how common it was for people to be given brandy for shock. For Alexandra, alcohol and smoking were all activities which should be indulged in moderation, but had no other known dangers and if anything, were good for relieving stress, or for stimulation after shock or injury. She had no idea of any link between smoking and the throat cancer which killed her Uncle Alfred, or the bronchitis which killed her Uncle Edward VII for example.
