I just tell them that smoking in an enclosed area triggers my asthma.
I was "told" by a captain in my last job that "he liked to smoke in the cockpit". (First time I flew with the guy). I just looked at him and said "no you won't, I don't like it, it's against SOPs and I don't let any of the captains smoke in the cockpit."
He didn't smoke in the cockpit.