I think this is because of those chocolate cigarettes you can get, but I used to think that all cigarettes were chocolate. When trying to eat one of my nana's as a child, I still didn't catch on and figured you had to set it on fire to make it taste like chocolate.
A childhood belief about smoking

others believed things like this
- Chocolate, they say, rots your teeth. I believed if you drank chocolate milk, your bones would be brown.— Dellio
- I used to belive chocolate milk came from brown or chocolate cows.Anon
- I used to believe that chocolate milk came from chocolate cows.— Scott
- I USE TO BELIEVE THAT BROWN & BLACK COWS MAKE CHOCOLATE MILK— TINA
- i used to believe that chocolate would go mouldy if you didn't eat it quick enough— abi
- I used to believe that vanilla wasn't a flavor. It just didn't have chocolate in it!— Andrea