I think this is just a case of correlation doesn't equal causation.

People in higher socioeconomic groups tend to consume mind-altering substances in smaller quantities, and often don't consume the more harmful ones (i.e. cigarettes) at all. Largely because higher socioeconomic status is correlated with higher quality of life and less need to "cope". As a result the negative affects are seen as less of a downside since the short-term positive mental effects are more impactful to those who have a lower quality of life.

In lesser words, people who have shitty lives are more likely to opt for less healthy habits to lessen suffering in the short term, despite increased risk of long term side effects.

Most people couldn't care less if the person smoking on the corner is wealthy or poor. It's gross either way.