Maybe - maybe not.
All we can do is guess and play the what-if's...really, you should just talk to them or email them
Just say you noticed as soon as you started rolling your cigarettes, they seemed to be in a hurry to leave. Just ask them - for future reference - if they were not comfortable with that. I'd also re-state that you'd never actually smoke in front of DD, but that you didn't realize that rolling the cigarette would be uncomfortable for them.
Personally, I would not want someone rolling cigarettes infront of my child either.....but we're pretty anti-smoking in general (sorry, but yes I totally discriminate lol)
It could just have been that they felt it was "time to go" with all the commotion and such.