Why would you think a wire connected to the old non-smart switch would not be connected to the new smart switch? If anything, a smart switch often requires more wires, commonly (but not always) needing a white neutral wire added.
In any case, colors don't matter in US wiring. Or rather, they only matter a little:
- Neutral is white. White is not always neutral (some 3-way, 2-wire 240V, etc.)
- Green, bare, yellow/green - ground.
- Black, red, blue, yellow, etc. - hot, switched hot, traveler, etc.
So the "usually black" is simply because of what you have seen. In a modern 3-wire switch loop, it will usually be red. In conduit - black, red, blue, yellow, etc.
In your case, the most likely setup is:
- The two blacks (one on screw, one backstab) are effectively daisy-chained. If your new switch can legitimately take two wires under a screw (screw-to-clamp), great. If not, use a pigtail to get them together with one short black wire that then goes under the screw. Or if the switch comes with pigtails, connect it to the two black wires.
- The red wire is the "switched hot". Connect it to "switched hot" or "load" on the new switch.