I stopped smoking a couple of weeks after I finally got sober and I am so glad I did - I had done both (smoking and drinking alcohol) for 23 years. I also cut my caffeine intake down dramatically
I have been sober now for 3.5 years.
As for sugar....well, that's something I am trying to cut down, but all in good time
All of these things are addictive so, as far as I am concerned, there is definitely some kind of link.
Best wishes to you!