You and I both know that smoking runs some serious risks of cancer - and not just lung cancer; I had transitional cell carcinoma and one of the first questions was “Do you smoke?” (answer - no).
Does nagging work? Ask my mother - she will tell you it does.
Sorry, the OP asked a question; if they have not figured out by now that they run a health risk, then telling them so is important. And I disagree with you that telling them unsolicited, is wrong. I have found, in 65+ years, that the Holy Spirit works where the Holy Spirit will. Somewhere along the line, in my experience, there is a tipping point, and the person getting "nagged’ gets it. Not all do, but many (if not most) do. And I have heard more than one person say thank you for caring enough to speak plainly and openly.
And by the way, you are not the only person with a stubborn streak; I had one too. My mother nagged, and in spite of my stubbornness, I got the message eventually. Would I have gotten the message if she had not nagged? Most likely, not.