At least in Australia:
Intriguingly, there were a few less obvious associations, such as male smokers exercising more than non-smokers and men who consume 15-28 alcoholic drinks per week exercising more than those who drink less.
https://www.theguardian.com/news/datablog/2016/jul/21/men-who-smoke-and-drink-exercise-more-and-five-other-findings-on-australian-life