And they are easier to stick down your pants. 
Here in NH there are plenty of beer, lottery, and smoke stores that can beat most supermarkets.
Well you see we are a sea port up here and the long time out fisherman buy enough of everything to supply 6 people for 2-3 weeks on the waters.
This makes a problem for the stores that sell cigarettes. Some person comes in to a grocery store and buys $500.00 worth of food and $180.00 of cigarettes as they are headed out for a few weeks fishing, we a small town know most of our people that ply the seas.
However since cigarettes go for over $10.00 a pack in NY, some stranger comes in and wants to buy
$180.00 worth of cartons, this is really no ones business but the buyers, yet the idea that they may be boot legging them in NY does occur to the seller.
We live in the land of a supermarket every 2 miles, a Short Stop every mile, 2 people can come into our State and in 24 hours buy up $ 20,000 worth of cartons and rent a truck and be on the streets selling them for cut rate prices and make a 80% profit.
I know of no other job the average Joe or Jane can make that kind of profit even in the drug trade.
Much safer if caught, penalties are probation at most, and the return is much higher then any kind of drugs.