It may be the impact to others that gave smoking it's stigma compared to alcohol. Smoke drifts through the air and leaves a pungent smell in clothing. For non-smokers, this can be far more impacting than alcohol when both substances are consumed in moderation.

Imagine the first Europeans to encounter it. "What is this?" "Tobacco, sir" "What do you do with it?" "Why, roll it up, stick it in your face, and light it on fire"