In laws who smoke in the house

My father in law and his girlfriend smoke in their house. When we told them we were expecting we had hoped this would slow down, at the very least around us. Yesterday we went over there for Christmas and she had a cigarette lit in her hand. By the time we put our costs away and stuff she had put it out but come on! They knew exactly when we were coming over. My husband and I do not want to take our baby over there when the time comes. Are we being selfish? Why would they smoke in there when they knew?!?!? I had asthma as a child and same with my brother in law and my niece has 4 heart conditions. Any advice on what to say to them? Thanks