That's one of the insidious aspects, at some point your desire to smoke is not that it makes you feel good, but that it stops you from feeling super-bad. I learned this from a talk by my Pfizer buddy on discovering Chantix, which really treats the depression aspect.
In short, when smokers smoke they get a rush of dopamine, a "peak". Not nearly enough dopaminergic signaling to make you high, like cocaine does. But it sets of a cycle of peaks of dopamine when you smoke and troughs of dopamine (too low levels) when you abstain. These low levels are entirely analogous to clinical depression- chronically low dopamine. You will do anything to get from the trough back to the peak. You smoke to shake the bad feeling.
What Chantix does is that it activates dopamine signalling, but just by a tiny bit. So the dopamine trough is gone. You would get a little more dopamine if you smoked, but he don't necessarily feel the need to.
What nicotine patches do is somewhat similar. Raises the trough when you really need it.
For some, nicotine replacement works great. For others, Chantix does wonders. For still others some replacement addiction gives them a dopamine boost (e.g., overeating, alcohol, gambling).