Many teenagers smoke because they feel more adult. Making a product less accessible and more illicit makes it more enticing for teenagers. Requiring proof of age is evidence that cigarettes are for adults. This appeals to them. The need for a fake ID adds a special thrill.
Teens often see warning signs and demands for identification as obstacles to be overcome.
Warning labels can make cigarettes more alluring, provoking in them the same urge to tempt fate that leads them to drive fast. BBC News - 31 May 1998 4.