Why do Sanji and Smoker still need nicotine when not in their own bodies?
If you ask any smoker, he will tell you that most of the addiction comes from the brain as it gives the neuro-signals for pleasure when smoking. Most smokers can't quit not because the body demands nicotine, but because of the apparent relaxating effect that is produced by smoking and the habbit that results from it.
Smoking is a recreational drug in public view and tends to work as such.
Edit: And now on how Law's power work. The swap technique that Law uses looks like he is swaping the &quot;hearts&quot; of people, but because they retain their original thoughts, memories and even habbits (like smoking) makes me believe that it's actually their consciousness that is being transfered since all these reside in the brain and not the heart.
Hope this answers your question.