JMac's answer is correct (those probably aren't smoke detectors).
Two additional points:
1. Smoke detectors weren't strictly mandated until starting in the 1970s
US Department of Commerce (1974, "Fire Detection: The State of the Art*):
In past years building and fire codes made little or no mention of requirements for fire detection in buildings. The chief concern centered around evacuation alarms activated by manual pull stations. Recently code officials at the local and state levels, as well as the model code authorities, have begun requiring detection in various types of occupancies , notably multi-family residential. The extent of this move to require detection is so great that a detailed treatment and analysis of all requirements is beyond the scope of this work.
(Mad Men S01 is set in 1960.)
There were legal battles against such laws (and their cost). NYT (1978, "New York City High‐Rise Fire Law Is Reinstated by Appellate Division"):
The opinion cited a number of cases in which safety requirements had cost as much as 30 percent of a property's assessed valuation
2. Even today, smoking does not usually set off smoke detectors.
Cigarette smoke particles are much smaller than the particles from say burnt toast. Which is why burnt toast often sets off the smoke detector while smoking doesn't.
From a fire protection company (SSI, 2024):
Can Cigarette Smoke Set off My Fire Alarm?
In short, yes, it can. But reports of cigarette smoke triggering a fire alarm are rare. After all, the smoke from a single cigarette is relatively insignificant and dissipates quickly.
And in the past, smoke detectors were even less sensitive:
modern smoke detectors are more sensitive than models from years past. This allows them to detect fires faster, but it also makes them more vulnerable to going off because of cigarette smoke.
Chatham County NC:
Cigarette Smoke
Normally, a smoke alarm will not respond to cigarette smoke unless it is very concentrated, e. g, a large group of smokers in the same room. Standing close to the unit and blowing into it can cause it to respond, but this is not a normal situation, either.
Quora anecdotes:
I’ve had 2 people in here with me smoking cigarettes and reefer and there was a stick of incense going and the alarm didn’t even peep. But just let one little wisp of smoke come out of my oven and the damn thing nearly has a stroke.
I've lived in smokers houses all my life, I'm even a smoker. Never once have I or anyone I know set off smoke alarms from their cigarette smoke even when there were 4 pack a day smokers in the same room for a couple hours they didn't set it off