Why aren't cockpits airtight?
Cockpit smoke will come from either of two sources:


The air conditioning pack supplying it, such as the air cycle machine gone bad (more or less a turbo charger like device) with bearings and seals failed.  This usually results in smells more than smoke.  Another one is smoke from the engine compressor - unusual because are aren't really major sources upstream of the bleed ports unless something is introduced from outside.  Cooked deicing fluid is the biggest source.  Fluid gets in the compressor, and the temperature at the bleed discharge ports can be 500-800F at takeoff thrust.  If the bleeds are started right after deicing without a clean-out engine run first to purge the compressor, you'll get stinky haze in the cabin/cockpit from cooked fluid.  This has caused many a turn-back.  Another one would be smoke from an APU that blows up while supplying bleed.
You can also get smoke from burning out fan motors in supply ducting, but cockpit smoke so intense that it causes a control crisis is almost always from burning wiring in the cockpit itself, such as behind control panels or interior panels (see Swissair flight 111).   


So the main thing is, smoke coming from the air conditioning system can be reduced by turning the system off, but that isn't the problem.   It's smoke originating from within the cockpit itself, mostly from wiring.  Considering how rare those events are, it's not really practical to create a hermetic seal between the space behind interior panels and the interior space and still have a maintainable and reasonably light airplane.