Lee aluminum moulds are the only ones I "smoke". They seem to need it. Aluminum Mtn. Molds, Accurate Molds, NEIs, and NOEs haven't required the smoke, nor have my iron/steel Lymans, RCBS, or SAECOs.
My thoughts (let's also remember that I was a social science major 40+ years ago) are that smoking a mould cavity provides an ablative coating that slows/retards heat transfer from the poured metal into the 'heat sink' that a mould block actually is. Why just the Lee blocks? Not sure, but I suspect it has something to do with the different aluminum alloys used by the mouldmakers and the quality of cavity finish that each maker gives to its end products. I'll do what I need to do in order to get good bullets from my tools, and IME Lee moulds require BY FAR the most gymnastics to get good bullets from.