Well, perhaps some elves did but Legolas was not one of them. And he wasn't sure that any of the elves in Mirkwood did either, not any of his companions anyway. Had Bard smoked? Hm, he couldn't recall ever being around the Man when he did. If he had.

"No, not at all. It was merely a surprise. I almost thought I'd found one of my companions."

Clearly he was disappointed, if only a bit. Gimli was a good friend but he in no way needed the company of the dwarf. He just enjoyed it.