As much I I enjoy a good conspiracy theory, they bank probably was sincerely trying to protect you. I had my card frozen for a purchase once (nothing to do with tobacco, I think it was for a washing machine or fridge or something). The item was fairly expensive. When I spoke to the bank, they said that the item was something frequently bought with stolen cards as it was high value and easy to sell on, or along those lines. I suspect that tobacco products are another target for card thieves for similar reasons.