Now granted they may not benefit -you- directly, they may even make -your- life worse, but -society- as a whole keeps them around.
Personally I'm not a smoker, so cigarette companies (to me) are a net loss. On the other hand enough people see them as a gain so I bow to societies vote.
By definition illegal things are things society as a whole have declared impermissible. By contrast cigarettes and advertising are legal, meaning that society has determined them to have value.
Not surprisingly illegal things still happen because there is still demand by some minority for that service. Society as s whole though has decided that the negative effect on others outweighs the positive effect on the few.
Strangely enough, I do actually think there's a time and a place to kill, but that's not the norm for hired killers.