In the scene where Gonzo is in the tub and Duke has the curtain rod in his hand, keep your eye on the door in the background. It keeps opening and closing yet Duke and Gonzo are the only ones in the room.
It is done on purpose, just like the scene in the desert. If you watch the smoke, it is sucked back in inside of rising away. Now I think they would have to consciously make a decision to do this!