This is what I found on the MSC website
MSC Cruises respects the needs and desires of all guests, and we have given careful consideration to the preferences of both those who smoke and those who do not. In line with global standards, smoking areas are generally fewer than non-smoking areas, but smoking is freely permitted in specified areas throughout the fleet (selected mainly on the basis of increased or modified air extraction).
Smoking is not generally permitted in any food service areas (buffets and restaurants), medical centres, child-care areas, corridors or elevator foyers, areas where guests are assembled in groups for safety exercises, disembarkation or tour departures, public toilets, or in bars directly near areas where food is served.
Smoking in all cabins is highly discouraged, and because of the specific and proven risk of fire, smoking on cabin balconies is not permitted at any time.
Smoking is permitted in several bars on each ship, and on one side (indicated by signage) of the principal outdoor pool deck areas, where ashtrays are provided.
Guests are advised by the Cruise Director and in the Ship’s Daily Program to avoid throwing cigarette butts over the side of the ship, where they could be blown back on board and start a fire."
So I can smoke in my room but not on the balcony??? Makes sense!