Eat healthy. Exercise. Avoid smoking. Why did I get cushing’s syndrome?

Not lifestyle issue. Primary cushing's syndrome is the result of an endocrine active mass of adrenal gland cells that become so not as a result of lifestyle habits (good or bad). It's not your fault, but fortunately often completely curable. There are secondary cushing's syndromes related to medications doctors give to treat certain conditions, and it becomes a balance of benefits vs. Risks.