Although many people believe that all members of EXO smoke there have only. Some of the idols have tried to stop smoking though. In Yunhos case hes actually been a smoker way before the army.
K-Pop idol members are expected to keep a clean image showing only the good side to their lives.
If you google pics of him smoking theres alot of them and one of them even dated as far back 2008 during Mirotic. BIG BANGs TOP and G-Dragon. He has issued an apology for smoking and for spitting in public as well. While TOP was caught smoking during what looked like a shooting break G-Dragon.