Sometimes we do things just 'because'. Smoking moulds is one of those pointless traditions that accomplish nothing. I use Lee moulds even though I much prefer the cast iron of Lyman's. Cost is my only motivation for using Lee's. That said....they work just fine. However, I have to admit, 99% of my casting has been round balls with pure lead. I have cast bullets for the Ruger Old Army and did find I had problems with them releasing. I switched to the hollow point version only to get more reliable releases. The center pin that gives the hollow point pulls them out of the mould halves.
I can only venture that your lead may not be hot enough. I cure most of my problems by just turning up the heat. Hold the mould closed for several seconds after pouring. That allows the lead to cool and shrink a tiny bit which should help with release. Good luck.