There’s no benefit of smoking. There’s nothing it does other than slowly kill you. If you want to lower stress and anxiety, there are so many ways to get that done. Some people even smoke electronic cigarettes thinking they are being smart but they don’t know that it’s just as dumb as smoking an actual cigarette. The carbon monoxide you say binds to hemoglobin in the blood, and reduces its ability to carry oxygen to his vital organs and tissues in his body. This can lead to a handful of problems that he probably doesn’t know. Encourage him to quit smoking. If he needs help, help him seek help. Or someday you may not have him any more.
I think that most people who smoke are aware about these things. I doubt that anyone thinks that's healthy to smoke, but they still do it. It's their choice, same like people choose to drink alcochol, junk food or too much energy drinks - none of these aren't beneficial for health too.Anyway, no matter how you will live, what you will drink or eat, in the end most likely that you won't be healthy when you will die.
They definitely know that it is causing harm to their body, but I am in doubt that they know to what level the damage is caused and what exactly is the damage. Additionally, I feel that maybe the dangers of smoking hasn’t been elaborated enough to them other than the “smokers die young”. They really need to know how it happens and the fact it could happen anytime unexpectedly.
Some smokers have quitted smoking because they don't want any side effect from smoking or maybe their loved ones don't want them to smoke, so they just have to sacrifice for love by giving up to smoking.
In the reply you replied to, you can see that I am writing about how they may know the dangers but may not know to what extent the danger is (probably because they always wake up the next day). For instance, if a doctor told a smoker that his lungs are so damaged that one more cigarette, he’d be dead, I can guarantee you that the addiction will vanish because now he knows that it’s to the extent his life would be gone in the next try.
That's the worst thing you can do since early in the morning your body craves oxygen and the best thing you can literally do is to run a bit, ride a bicycle, walk a dog if you have one, just go outside and get some fresh air along with a light workout, then get back and drink a cup coffee that will get blood pumping through your lungs. Smoking in the morning when your body is trying to wake up and stretch is suffocating your cells. 
