Why do people smoke while drinking?

Cigarettes are stimulants. Alcohol is a depressant. It doesn't make sense to me why someone would combine an upper with a downer. Wouldn't it make more sense to combine stimulants with stimulants, and depressants with depressants, to get a better buzz/high? Examples: Cigarettes+Coffee, Cigarettes+Cocaine, Alcohol+Marijuana (I know weed isn't classified a depressant or stimulant, but still, humor me). Also, I'm pretty straight edge, so this strictly just me being curious.