There is also no direct evidence that smoking causes lung cancer. There are no randomized controlled trials to establishing smoking is the cause. Nor could we ever feasibly run one. All we know is there is very strongly correlation.

You've overlooked animal studies. There are numerous direct studies with animals exposed to cigarette smoke or even taught to smoke that have shown more than just correlation.

You've also overlooked that we can see what chemicals smoking exposes lung cells to, and we can expose cultured lung cells in the lab to those chemicals and see that they are carcinogenic.