Why does almost every study I ever read make me pipe up with "correlation or causation"?

I mean, smog means big cities, noise, stress, traffic, little open space or green spaces and parks. The more smog, the more likely these things are present due to the nature of city management and the connection between traffic and smog.

It might be the smog, it might be one of many things it often comes with, likely some combination of all environmental factors.