My guess is that it's because smoke is hot. Hot air rises, just as cold air sinks. When a fire ensues, smoke (the product of carbon combustion) rises with the hot air.
Kurayami: Tar enters your lungs when you smoke and can build up.
Smoke goes up from chimneys, cigarettes, campfires, and assorted other locations of combustion.
Smoke A confused snowflake
smoke
Being hot, it has expanded, and weighs less than the air it displaced.
Smoke
Smoke
smokey
Smoke from a chimney goes up then spreads out horizontally.
When smoke goes up through a tube to a container and into fire.
When smoke goes up through a tube to a container and into fire.
An umbrella