It depends on the kind of cigar and the smoker. If you're a cigar aficionado who buys $200 cigars your not really a real smoker, you just in it for the flavor. On the other hand if you ask any old time servicemen like navy, airforce, etc. They actually smoked theirs, but they usually had cigarellos or cigars which used to be about the size of modern day black and milds. The big fat stoggies we associate with cigars weren't actually common place, they were more of an upper class thing for a long period of time. Cigarellos or mini cigars were actually more common with the working class and were popular in old time Hollywood for a while.
I have smoked a few expensive cigars and I smoked them just the same as I did everything else. To me not inhaling is equivalent to buying non-alcoholic craft beer or virgin drinks. What's the point? If I'm going to drink I'm going to actually drink and if I'm going to smoke I'm actually going to smoke.
Rant over, to each their own. There are actually many different types of cigars and cigar smokers. I got my start on cigarellos and what most people today would probably call blunts. Both of which are inhailed. There are pipe smokers who don't inhale and actually put things like wood chips or flavoring shavings (incense, flower petals, etc.) In their tobacco because it will never touch their lungs.