'left dazed' means that it was the effect of the smoke which made them dazed.

In that situation, I see no real difference. However, with another example, it might be more clear: He was left crying on the front porch. He was crying on the front porch. In these two sentences, a difference does emerge. In the first, "left crying", it implies that we know the reason he was crying. In the latter, though, we don't know why he was crying.

I think the later is more natural than the former.Do you agree with me?