Skewed or not, the statistics of the Insurance Companies all seem to point to the same conclusion:   Smokers die at a comparatively earlier age than non-Smokers.

They don't profess to know why, and they say they don't care that much: If they insure the lives of smokers at the same rates they insure the lives of non-smokers, the profit on the group of non-smokers is less.

Dead simple, really.