I didn't know their cars were all non-smoking in the US. That would explain why I never seem to get a car that allows smoking.
However, I have been smoking in them, with the windows open, and will continue to do so as long as they continue to offer the option in my profile.
The way I see it, they are not honoring my request, nor even mentioning it to me when I pick up the car, so I can ignore their request.
FWIW - the last car I rented was filthy and stained inside, including the roof

and smelled moldy, musty. It also had a slight baby powder scent, like someone was trying to cover up the other smells.
I would have preferred a car that smelled of smoke.