There's enough information out there on the health issues associated from 2nd hand smoke. There's states that have banned smoking in public places and oodles of people who don't allow friends or relatives to smoke in their homes and cars. If the family is “close-knit” then I am sure they would like to know of your concerns, especially if you have children or pets in your house (assuming you're not concerned enough about your own health :-).
People who smoke are not surprised that it's a bad habit and should certainly understand that those who choose not to smoke don't want to smell of it and die of the same diseases as the smokers.
Love sets limits and it may be a way for them to know that somebody in the family cares about the health of all.