Smoke smell comes out eventually, but it takes a while. I spent about $15 in Febreeze to mix with Dawn to soak a $100 Japanese import Godzilla figure in. It eventually worked but it was a huge disappointment.
I also had a vintage Boba Fett that I soaked in Dawn. It pulled the paint right offa the figure!
You might wanna message the seller, let them know how disappointed you are and see if they'd give you a partial refund that you feel would be fair.