Because it solves the problem you highlighted (of smokers hanging around right by the entrance) by encouraging them to use the shelter instead.
They would still use the entrance, as that is human nature. Just as you see people having a smoke at the entrance to a shopping mall, or a pub.
Where a station differs is that there is the potential at many of them for a facility to be provide, outside, on the open platform that could be used instead. It would be less bothersome for non smokers, though it would not eradicate the problem of people smoking by the entrance completely.