It all comes down to ifthe deer treats anything as a threat. The smell of chimney smoke is certainly not one of them. Not only are the deer used to it but they have learned from other deer that smoke is of no concern.

My Springer is always chasing tennis balls in the back yard and the deer know it. His scent is everywhere. I have seen deer within 50 yds of the house even when the dog is outside. They are aware he is there but they realize no direct threat exists. Now if I take him bird hunting and he comes close to deer, they vanish in a flash. Those deer react totally different and for totally different reasons. The smell of smoke in the woods would alert any deer and they react accordingly. But the smell of smoke from a house chimney is treated as just another natural scent in their woods.