I have a question if i use smogscreen on my opponent's shiftry ex and he retreats to another pokemon doesn't my smogscreen affect is still active because it doesn'tt say benching or evolving ends this affect.
No it's a standard rule. The effect ends because you are specifically attacking Shiftry ex (who is the defending pokemon). When Shiftry ex is no longer the defending pokemon by ANY means (such as retreating, switching, devolving, etc) then the effect is cancelled since the defending pokemon is no longer Shiftry ex specifically. The effect would only stay if Shiftry ex was still the defending Pokemon.
Nintendo don't print the "benching or evolving ends this effect" text anymore since it's assumed knowledge.
The only effects that stay on Pokémon if they are benched are Special Conditions, and counters (like Char, Lightning Rod, Seal, and Thunderquake). Those never go away unless something permits them to. For evolution / devolution, everything, except for special counters (and Burn, if Full Flame is in play) go away.