Asuma didn't always smoke cigarettes. I don't own Naruto, etc,etc. I know. I'm sad too.
When Asuma was 13, he began smoking cigarettes. He didn't do it for lack of something better to do, as the Hokage had made sure that he was constantly running missions with his cell. He didn't smoke cigarettes because he wanted to look cool, seeing as he was a shinobi, and that demanded the utmost respect anyway. He didn't do it because somebody he idolized did, because, unfortunately, they were all dead. He smoked cigarettes to deal with the stress of what he did.
He'd killed his first man…he didn't have another choice. His single female teammate had sobbed against his sensei, and his other teammate was unconscious a few feet away. He'd searched the body for anything important before setting it on fire, and he'd only found two things worth saving. A pack of cigarettes and a lighter.
When his sensei and teammates had gone to sleep that night, he'd sat high in a tree, and pulled out the tattered pack. Producing a cigarette, he lit it, and raising it to his lips, had inhaled. He breathed in life. It wasn't his life, but the life of a soldier who'd tried so hard only to be beaten.
Asuma began smoking cigarettes when he was 13. The villagers always joke that you will never find him without one, he's addicted. He can quit anytime though, he says. He doesn't smoke them for a fix. He doesn't smoke them for a lack of something better to do. He smokes them so he can breathe in life. Breathe in the life of so many people he's killed. He's always got a cigarette in his hands, because he's always killing. But he can stop any time. Really.