Update: The smell of the cigarette smoke became so overwhelming at times that it forced my husband and I to go buy a bottle of Febreze to clear the air in the room. What happened is that the room we were in was over a courtyard in the back where employees and guests go smoke. They were too close to the building so the smoke was going up into the building and lingering in our room.
I changed our rating of the hotel from 4 to 3 stars because when I complained to the front desk for the second time all I got was I'm sorry for that. She could have at least reimbursed the Febreze I bought. I have breathing issues so if I end up at the doctor they will not be happy to get my bill.