Because the relationship a tobacco company has with its customers is very different to the relationship a health insurance company has with its customers.

If I choose to buy a cigarettes with a literal warning label on them telling me they'll kill me if I smoke them, and then I choose to smoke them anyway, I can't really be mad at the company if I get sick and/or die.

But if I pay for health insurance every month, and then my health insurance company denies me necessary healthcare that leaves me or a loved one in chronic pain or dying so they can save a few thousand dollars (all while said company rakes in billions), yeah, I think I have a reason to be mad.