The actual transition to smokeless powders began well before 1895.
It actually began in the 1870s with nitrated wood pulps. The best known of these was Schultz's White Powder.
These powders were suitable ONLY for shotshells, however. They couldn't be adapted to pistol or rifle cartridges.
There was another, less successful, early smokeless powder called Golden Rod that used a picric acid base, and also only suitable for shotshells.
Its main problems were that it apparently was fairly unstable over time and, if the wind blew the smoke back in your face, it would stain your clothes and skin a nasty shade of yellow.
The first successful smokeless powder suitable for use in rifle cartridges was Michael Vielle's Poudre B, in France, in 1884-1885. It was quickly transitioned into the first smokeless military cartridge, the 8mm Lebel.
That was the jumping off point for smokeless powder development. In short order the Germans, British, Russians, and Americans all developed smokeless powders, rounds, and rifles for their militaries.
Most US troops in the Spanish American conflict were actually armed with Springfield Trapdoor rifles firing blackpowder .45-70 ammunition.
I'm guessing that Roosevelt knew that, as his was the only US Volunteer Unit to be armed with Krag rifles (yes, he had that kind of pull).
I suspect that it was simply an oversight on his part or, more likely, a subsequent edit gone bad.
What isn't as well know is that substantial numbers of Spanish troops, and particularly native militia, were armed with rifles chambering the 11.15 mm Spanish Reformado cartridge, which was very similar in performance to the .45-70.
Interesting tidbit time:
* The first TRUE smokeless powder (nitrocellulose based, as opposed to nitrated pulp powders) was Hercules EC, around 1890, and suitable only for use in shotshells.
* The .30-40 Krag and .30-30 and .25-35 Winchester cartridges are the only three cartridges that used the new smokeless powder, but the old "grains of powder" nomenclature common with black powder cartridges. This has caused quite a bit of confusion over the years.
* Winchester didn't used the -30 and -35 until quite a few years later -- the consumer market apparently named them. Winchester refered to them as the .25 and .30 Winchester Center Fires (WCF) respectively.
* The .30-30 WCF was not the first commercial smokless powder rifle round introduced in the United States. It was one of a pair of the first, along with the .25-35 WCF.
* The Model 1894 rifle was to be introduced in that year with the .25 and .30 WCF rounds, but a problem obtaining sufficient quantities of the new smokeless powders pushed introduction of the rounds back to 1895.
* The .303 British round made its name and history loaded with Cordite, Britain's original smokeless powder. But, due to production problems, with the .303, adopted in 1888, was originally loaded with a compressed pellet of black powder. It didn't transition to smokeless until 1892.
* On the handgun side of things, it's pretty hard to say what the first commercial smokless pistol round was. Many older rounds were offered concurrently in both black and smokeless powder loadings. The last cartridge factory developed with black powder was Smith & Wesson's .44 Special.
* Bullseye was the first generally used smokless handgun powder, beginning around 1897 or 1898. It was originally the "fines" from a powder that hit the market as Laughlin & Rand's Infalliable shotshell powder (often blended with fines from other powders) and was available only to the military. It wasn't until a few years later (1900 or 1901) that it was standardized and offered commerically as Bullseye.