Well, they'll probably cough a bit. But look, cats are one of the greatest survivors in the world. People can't get rid of them even when they want to. If humans can survive it, so can cats. Obviously, that doesn't mean that nothing bad ever happens to individual cats---of course it does---but on the whole, cats are remarkably sturdy.
I am about five miles away from the Bobcat Fire and I do worry about the ferals, not to mention people stupid enough not to let their pet animals inside. On one of the first days of the fires, one of my ferals was sitting outside where she eats her breakfast with a sort of stunned look on her face from all that was going on despite the fact that my neighborhood is entirely safe from any of the actual fires. Air quality this morning was 190 at my house. However, no one seems worse for wear. They are coming for food, getting fresh water, and I can tell from some of the "debris" on them that they have places where they are taking shelter on the dirt under bushes where it is cooler. It breaks my heart to think of all the animals, wildlife and domestic, who perished in those fires.
I know. Well we didn't get the haze and smoke here like they were predicting. I would hop that by the time it hits Missouri it won't be as intense? Treasure and Sopdet seem to be ok though.
Keep ALL cats inside ALWAYS anyway. Then keep all windows shut. The west coast fires make make air quality worse back east but inside is the best control you have. Maybe an air purifier too would help. Again ALL cats remain indoors, as best you can -- keep those in your have control over.