There isn't a specific rule which forbids you from smoking inside your lease car, unless you are a business customer leasing a commercial vehicle. However, personal customers are advised to potentially cause the interior of the vehicle to deteriorate by doing so regularly.
The BVRLA (British Vehicle Rental and Leasing Association) fair wear and tear guidelines have a clause which stipulates how the interior of each lease car should be kept. Cigarette burns or degradation from cigarette smoke will lead you to be charged a fee for excess damage at the end of your agreement.