Maybe because smoke has mass and the air being the energy is able to manipulate it. Smoke ring are usually formed in a particular way you blow the smoke (Yes I was a chain smoker). Maybe different conditions in a vaccum/micro gravity would create a different condition compared to blowing smoke in atmosphere.
There is also what could happen with the force of a "Black Hole" in the centre.
Cosmic radiation could be blowing in a particular direction or could be 2 or more directions containing the galaxy.
If it is worth some form attention best to experiment in some way to produce some results. Really the experiment could only be done in space as you would need low/zero gravity.
Now I am just getting out of my depth