Marvelous......I think this photo can provide a double interpretation..........The symbolic "departure" as you said, "away from all your fears"........and then I see the melancholy in her eye for the "real" departure.......hope I'm not wrong.....
Cigarettes can be used to set up certain feelings/moods in photos- this one I believe is one of those. Notice how the cig is not even lit, I take it that she isn't a smoker, but i could be wrong. But anyway- I agree with you, cigarettes suck. lol
The meaning may be as you state and you may be correct in this regard but the cigarette is also a "symbol" of self-destruction this element is passive in the message and intellectual in nature and therein is not communicated in an obvious way. Apart from the obvious overtones created by peoples liking of the imagery what goes amiss is the passive acceptance and validation of the symbols used to represent the "whole", this information is digested on a subconscious level of which the self destructive symbol is embedded within. Be wise be aware!
I honestly think that only children who do not know the wares of cigarettes and those already addicted to nicotine would be affected by the 'message' of one in a photo. The destruction is a part of the art. I believe if you're foolish enough to see a cigarette in a photograph and go 'hey I might want to try that now' natural selection will probably have it's way with you anyways.
While I don't condone smoking myself if you pay attention to the title 'A departure' it represents leaving, which can be interpreted as death or depression. Smoking and 'cancer' are both things that we associate with death. I believe that the cig is placed in the photo from the point of view that the woman is stressed for whatever reason because of 'the departure' and though it is unhealthy the cig is her resolve. It pulls it together and I don't think that it would get the emotion across as well without the hint of relief of something bad, with something bad. It's ironic.
When it comes to communicating visually i guess its about how far you can stretch your mind to get the message across without the use of destructive symbols and the inevitable contradiction of using negative imagery to convey tough subjects if you are trying to be positive in one way or another! It's challenge for sure. I would say its a sure thing that the world could do with more people working to end destructive behaviour's than documenting them. It's lovely work beside the "issue".