It may be the nicotine, not smoking per se. See link and summary below. The negative correlation between smokers and COVID have been reported anecdotally since early in the pandemic and there are several studies that are convincing enough to lead to nicotine patch therapy in some cases. If (and its still an IF) nicotine, as an ACE receptor inhibitor, has a prophylactic and/or therapeutic effect on COVID -- my guess (and it is just a guess) that pipe and cigar smoking probably would be a greatly preferred nicotine delivery system over cigarettes as the impact on the lungs is greatly reduced (although not without impact). It's convincing enough for me to increase my smoking to at least one bowl or cigar a day at least until this shit is over.
clinicaltrials.gov
Brief Summary:
The coronavirus disease (COVID-19) epidemic represents a major therapeutic challenge. The highly contagious severe acute respiratory syndrome coronavirus 2 (SARS-COV-2) and the long duration of the disease have led to a massive influx of patients admitted in health services and intensive care units. These patients represent a significant infection risk to the medical staff. According to current knowledge, there are no treatments that prevent the spread of the infection, especially in exposed populations, or the disease progression to a severe form.
Daily active smokers are infrequent among outpatients or hospitalized patients with COVID-19. Several arguments suggest that nicotine is responsible for this protective effect via the nicotinic acetylcholine receptor (nAChR).
Nicotine may inhibit the penetration and spread of the virus and have a prophylactic effect in COVID-19 infection, especially in healthcare workers who are at high risk of infection.