Because of substances like nicotine, carbon monoxide, tar, and the hundreds of other chemicals that you inhale.
Smoking is definitely not a good habit to continue during pregnancy and is associated with many pregnancy risks and complications. The main issue is that nicotine causes blood vessels to constrict or tighten, and this means less blood flow gets to a fetus’ placenta. This makes the delivery of oxygen and important nutrients difficult, and thus makes normal growth and development more challenging.
There are also hundreds of harmful chemicals in cigarette smoke, such as carbon monoxide and tar. These certainly play a role in the detrimental effects of smoking.