I don't think it's about not
knowing if they're under- or over-weight or not. I'm sure there's a massive amount of research into why we knowingly do things that are harmful to our selves too.
What I took away from the original poster is that, it seems more appropriate in many Western societies to make available help for those who are under-weight or who smoke. It also seems more appropriate to proactively try help others too.
AFAIK too, we don't have the equivalent with smoking of people promoting that being severely overweight is okay. As for the equivalent with being under-weight, from what I see, many years ago the focus was being on skinny for the sake of being skinny as it's attractive. These days it seems to be a focus on being fit (and healthy), which generally means not being skinny, but having a more toned body, or rather, simply not excess fat.