Well, smoking is unhealthy. Clogs up the lungs and stuff. But I don't think this applies to Mokou.
There's also the secondhand smoke. I mean, that's the entire reason I'm personally anti-smoking (although I'm also anti-bullying smokers, since that doesn't help anybody...). There's also the part about how smoke can cause fires. Plenty of massive fires have been started by people not properly disposing of their smokes. And, since Mokou lives in a forest... you get the idea. Then, there's the fact that it's addicting. Not everybody who smokes is addicted, but if they can't stop (like Mokou is claiming she can't), then they are, and being addicted isn't exactly responsible since you aren't in control of it. Of course, the addiction part is irrelevant, because if Keine did know that Mokou was addicted, then she should have also known that addictions aren't that easy to break. And, again, as CrazyYanmega says, the unhealthy part doesn't apply to Mokou, being immortal and all. So, it's probably the secondhand smoke and fire hazard parts.
Supposedly her lit cigarette started a fire in the Bamboo Forest, according to BAiJR... Really dangerous, right?
I'm pretty sure that was a joke. She actually got in a fight with Kaguya, (or possibly it was the player's fight with Mokou,) and the fire in the forest was collateral damage, but she didn't want to talk about it, so blamed a cigarette.
I can give it up so easily.To give up smoking is the same as to struggle with yourself.In fact, I have successfully given up smoking 500 times in the past.You must have a strong will to never inhale another smoke.If it's impossible, we could ask Eientei for anti-smoking services?Can't you be responsible and give up smoking?Don't you mean you've repeatedly failed...?