This problem is still present in the game. I bulldozed the lot from manage worlds in spring and moved in my sim the following winter. The smoke was immediately present. I was hoping to build a legacy mansion there, but I guess that's gonna have to be done elsewhere, unless I wanna have phantom smoke appearing. Such a shame as it's a very nice lot otherwise.
I'm having the same issue on PS4. Got rid of the chimneys because I only kept one of the fireplaces. Disappointing that bulldozing the lot won't fix it. It was an option I was considering. Thought maybe it was a shrunk down item I couldn't locate placed for additional effect, or maybe an invisible emitter like that one set of lights that vanishes when you leave build mode, but looks like its a bug judging by this thread.
