Others might disagree, but I don't think you'd find the slides areas allow any more noise in than the remainder of the walls, and certainly smoke shouldn't be an issue. We have a slide on the passenger side of the bedroom on our Palazzo, and just returned from a 5K mile cross country trip in some pretty cold weather. If anything, the side of the bedroom that has the slide remained warmer than the side without it...perhaps because there is some cabinetry and dresser drawers to provide extra insulation. If the headboard is tucked into the slide in your model, your experience could be different.
Alan, Margaret, and Lucy (the Maltipoo who runs the show)
2014 Thor Palazzo 33.2
2015 Mini Cooper 4-Door Hardtop Toad