Badass in a Nice Suit: Smith wears a dark slate suit with matching tie.
Ice in his veins: Smith has never been seen showing a strong emotional reaction.
You didn't see that: Smith has an unusual gift. Despite dealing with supernaturals in sometimes overtly violent ways, he has a MiB style gift to avoid being figured out or detected. Creepy, huh?... Now look at this flashy thing right here...
Threat Levels are my fun little way to explain why Smith does not kill when it would make sense. He does not question Central. (Central is not to be mistaken with the Technocratic 'Control')