"In the Rue Taitbout were the Concerts Rouge, where for seventy-five centimes they could hear excellent music and get into the bargain something which it was quite possible to drink: the seats were uncomfortable, the place was crowded, the air thick with caporal horrible to breathe, but in their young enthusiasm they were indifferent. "

There used to be a lousy French cigarette by that name.
So the reference is to cigarette smoke, I think.