Preference for consumption smoothing and actual smoothing
The argument relayed in the question as regards consumption smoothing is flawed. Consumption smoothing does not mean consumption equality over periods, but rather, tendency to avoid corner solutions, or near-corner solutions. So it has nothing to do with whether, in the context of this family of models, $\beta (1+r) =1$ or not (after all, in a more comprehensive model, this condition is the long-run equilibrium one, and it does not hold for the transition towards equilibrium).  

Consumption smoothing in the intertemporal setting has similarities with "variety in consumption" in a static setting with more than one goods: there, with a concave utility function, we get convex indifference curves and so interior solutions, i.e. a solution where the consumer consumes a mix of goods available, not just one, or very few of them, given the linear budget constraint

As general equilibrium theorists point out, timing of consumption can be seen as just one more feature of a good, and so, when the same good has a different "consumption time stamp", it is a different good after all.  

So, in the basic two-period setting, we have a bivariate intertemporal utility function

$$U(c_1, c_2) = u(c_1) +\beta u(c_2)$$

To examine its indifference curves we fix the value of the function at $\bar U$ and we examine the second derivative of $c_2$ with respect to $c_1$:

$$c_2 = u^{-1}\left (\frac 1 {\beta} \cdot \big[\bar U - u(c_1)\big]\right)$$

$$\implies \frac {\text{d} c_2}{\text{d} c_1} = \frac 1 {\beta} \frac {-u'(c_1)}{u'\left (\frac 1 {\beta} \cdot \big[\bar U - u(c_1)\big]\right)}$$

and

$$\frac {\text{d}^2 c_2}{\text{d} c^2_1} = \frac 1 {\beta}\frac{-u''(c_1)\cdot u'\left (\frac 1 {\beta}  \big[\bar U - u(c_1)\big]\right) - (1/\beta)u''\left (\frac 1 {\beta} \big[\bar U - u(c_1)\big]\right)\cdot [u'(c_1)]^2}{\left[u'\left (\frac 1 {\beta} \cdot \big[\bar U - u(c_1)\big]\right)\right]^2}$$

For the indifference curve to be convex we need this derivative to be positive, and so we need the second derivative of the period-utility function $u$ to be negative, $u''()&lt;0$.

Then with a linear budget constraint with negative slope (say for exogenous endowments per period),

$$c_2 = y_2 +(1+r) (y_1-c_1) = \big[y_2+(1+r)y_1\big] - (1+r)c_1$$

we can get the familiar graphical solution of interior tangency at the optimum, which excludes corner solutions we would have obtained if the indifference curve between present and future was concave (and so the period-utility function was convex).  

So it is all about the utility function and has nothing to do with the Euler equation taking a specific value.