I was asking myself of the noble families of the early nineteen hundreds didn't smoke a lot, because of the lack of smoking in serie as Downton Abbey or that it is just that smoking on the television isn't cool anymore.
Most of the interior filming is done in Highclere Castle, aka the Abbey, with the exception of some sets which were built in studio. Considering that most shots are done in actual historical places, it's possible that they aren't allowed to film smoking shots indoors due to the preservation of the houses. However, you can see some of the servants smoking outside, which is more accurate to the period.
People did smoke back then, upper classes included, but due to historical preservation laws when filming they might not be able to.
When discussing the realism of Downton abbey, it's important to keep in mind that it's not just based on a general view of the time periods and social classes as a whole. There are real life role models for some of the characters.
The central story is based around the in-law family of the writer Julian Fellowes, his wife, just like Mary in the story, was unable to inherit her father's title.
There will be aspects which are atypical for the setting and character types, but which fit the real life narratives on which pars of it are loosely based.