Hmmm.
I have tried running the steam engine and tender with a long (8 car) passenger set, and while it did smoke better than on the set with 4 passenger cars, it was hardly good performance. My recollection from when I was a kid is that these things smoked like crazy (at least my dad's old Marx set did). Perhaps my memories are more vivid than reality.
Thanks for the help! I'm gonna call a dealer or two tomorrow and see if I can get a new part.