Indeed, the Marines don’t mess with Pirates who pay them. This explains why the Marines allow the Yonko to exist, because the Gorosei collect prostitution revenue from Shanks.
There are two ways you can be truly powerful in OP world: strength and information/network.
This is where Underworld kicks in. Up to GL, only glimpses of illegal trading we have seen were low-end Mercenary contracts, some goods and slavery. In NW, we have seen what illegal activities were truly capable of: DF trading, genetical experiments (gigantification, DNA modification), mass destruction weapons, country scale mercenary activities, drugs, prostitution, organ trading, genocide contracts and most importantly, information network. One with ability and means can know every single detail about anyone they aim for and use it for any kind of leverage they think of. Yonkos, WG, Shicibukais, big time NW pirates are all part of this network, whether passively or actively, and you should be involved in this system to survive&dominate the seas.
Smoker started as nothing more than a small cop with power in the series. He progressed along with the crew and he is a fully fledged officer in NW now. He is learning and adapting to the system as the story continues. However, to truly do whatever you want in OP world, you need access to the information and Smoker is experiencing this point along the way.