The reason we dont see anything like controlling smoke is because smoke comes from something that is being burned, not fire itself. In the real world fire needs something to burn to exist so we always see smoke with fire. But firebenders use their chi to make their fire, which is why there is little to no smoke from their flames. That being said, it would be interesting to see a high level firebender making his chi in to something that gives of smoke or some kind of gas when it is burned through firebending. Though the extent at which he could control the gas afterwards is difficult to say.