Back then, most men smoked unfiltered cigarettes and it was considered "effeminate" for men to smoke them with filters and especially have them in cigarette holders.
All that changed when smoking cigarettes was linked to lung cancer. Suddenly filtered cigarettes became acceptable to men. Marlboro adopted a much more rugged, masculine image in advertising for their product and thus it became the "masculine cowboy" brand we are familiar with today.
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That would have been a more fascinating plot for “Mad Men” than the Lucky Strikes one they used.