Well, Vic DOES smoke, and Kai Winn DID go up in smoke. They have so much in common...
It seems taht Felix was a professional holoprogrammer, presumanly human and not in Starfleet. My take on it was that he did plenty of generic holonovels and such for the masses, but did "custom" work as well when it suited him (hey, when you're in paradise, there literally must be millions of writers out there publishing stuff simply because they don't HAVE to work for a living in the Federation). Perhaps Felix wrote the secret agent programs for which Bashir was an enthusiastic fan, so he adapted a Vegas program to add Vic as a unique sentient component. There may be OTHER Vegas programs out there with different lounge lizards, but this is the only Vic Fontaine.
One wonders if there are Federation laws out there governing the creation of sentient holoprograms. We've seen it done on occasion (DS9, ENT) where someone creates a whole community of sentients, but what's to stop someone creating a whole civlization? And what would become of them once they demanded rights, property, and admission to Starfleet? The Voyager wrtiers certainly didn't think too much on these repercussions, beyond not actively destroying the ones that had become obsolete (VOY) and putting them to use essentially as slaves elsewhere.
Mark