I think the request was for Sanji to forget her or something about her. Oda is a master of misdirection and I think her removing the cigarette was to distract us the readers from figuring out what she wanted.

If not that I think she wanted to change a particular memory, maybe her betraying him and his friends or about her third eye.

I don't think she was asking him to quit smoking because he wouldnt be smoking in the next page.