You are exactly correct. In my daughter's pre-school there is one child that seems to constantly be sick with something, whether it be allergies or ear infections or colds. I honestly believe the only time this child is exposed to a little bit of dirt is when she is playing outside with the other kids. Her parents are very fussy, anti-smoking vegetarians - who feeds a 2 year old a totally vegetarian diet???
None of the other kids get sick any where as often - and they all have pets, are allowed to get dirty, and parents that smoke.
I realize it is just anecdotal personal experience and not scientific evidence - but it just adds another example that bolsters the "antiseptic" world theory of illness and immune systems.
There are studies which have found that children of smokers had fewer serious illnesses than children of non smokers. Sorry, I don't have the reference.
I expect part of the reason is that smoke, being an irritant, causes the muccus membrains of the respiratory system to secrete a bit more, which protects against airborn virus's and bacteria. Obviously too much smoke would be harmful, but a little is probably helpful.