I believe it is in part due to the higher loading gauge allowed on the GWR. It allowed them to have slightly higher chimneys, which helped lift the smoke and steam exhaust.
Then we had the double chimney modifications on some locomotive classes.
When the LMS and LNER introduced double chimneys, the problem got more difficult, as the twin exhaust rings produced an even softer exhaust. So, for example, the rebuilt Royal Scots needed something doing, while most Jubilees and Black 5s never had deflectors - being single chimneys, they didn't need them. Same for the A3s until they got double chimneys. See recent thread with contributions by MarkyT, son of Top Shed's Townend
http://www.railforums.co.uk/showthread.php?t=123334&page=3&highlight=townend