It's because of our style of play. Smith even admitted to it in a pre match interview, think it was the pre match Newcastle interview he said it.
He said something like "We want to attack with a lot of players going forward and as a consequence we will leave ourselves a bit exposed at the back at times"
We might lack a bit match fitness and aggressiveness, but our style of play is the main reason to why we concede loads of goals and chances.
Brentford conceded loads under Smith, Walsall as well. This will just be something you have to accept under Smith.