First of all, the primary reason is our habit in which we live. Imagine you are a smoker and start your day. After getting ready, then see what will you do Let's have a cigarette. Now, where will you head off to? I'm pretty sure that it will be a place where you'll find cigarettes. Possibly there is a small stall of tea would be present. Hence, the possibility of buying tea is increased.
Second thing, most people don't smoke alone. Now, these people have non-smoker friends and for the sake of these nonsmoker's they will opt for a place which sells tea and cigarettes nearby.
About its psychological effect. Tea contains caffeine, and cigarettes contains nicotine. Hence, there will be a double impact on the brain which any smoker would like. A buzz which relieves you. A happy feeling. Also, most people smoke alone to get rid of stress and anxiety. Ya, if you are a chai lover then you surely once taste flavour of cigarette as this is the most prefered combination. If one of your freind burns cigarette then he will surely asked you for the cigarette and for the first time you told him no, as you never did this. so, more you resist you will find that more you go near this and once you taste you will find this awesome combination.
These may be the reason for chai-sutta be a great combo! I'm not sure about other countries. But this is how this happens in India.
There is particularly no science behind this combination. They just happen to be made for each other. Actually most of people don't have any interest in this but some do just only for status things, just to show themselves as cool then others. This might lead them in a worst situation, now they even can not left this habit and get revolve around this. People thinks that it will add value in eyes of others for them but this is fucking false. Some people join this only to post pics on instagram, snapchat and other social media platforms and they are going in wrong direction.
Well it's not good to smoke ciggerate as it's harmful for life and also for society. If you smoke a lot then it will extremely damage your body system.
But ya go for chaii(it's one of my favorite), it's just like an alcohol for Indian nibbas.