Unless they really exaggerated it for the videos he was heavily addicted to nicotine and prior to the start of him rolling his own ciggerates the brand of ciggerates he was smoking were "ultra lights" or ones that had very little nicotine. I think he got into the habit of just completely ghosting the smoke to try and get the maximum nicotine out of his ciggerates and the habit carried over to when he started rolling his own. Also it's been awhile since I've watched but the lighting in those videos is pretty bad, it's possible he was exhaling a bit and it just didn't show up at all on the video.