off the comments of a related video
yeah, you do not inhale, only reason i stick to cigars is because you can\are supposed to enjoy it without inhaling it.
Inhaling will give you a terrible headache and stomach pain. Also since cigars are labeled as 'do not inhale' they can put different chemicals in there which are very unhealthy; but if any health problems arise (lawsuit) they just say "we marketed it as a Do Not Inhale".