Cigarette smoking for weight loss is a weight control method whereby one consumes tobacco, often in the form of cigarettes, to decrease one’s appetite. The practice dates to early knowledge of nicotine as an appetite suppressant.
Tobacco smoking was associated with appetite suppression among Pre-Columbian indigenous Americans and Old World Europeans.[1] For decades, tobacco companies have employed these connections between slimness and smoking in their advertisements, mainly in brands and advertisements targeting women.
I expect that they’re referencing this:
https://en.wikipedia.org/wiki/Cigarette_smoking_for_weight_loss