Aside from the fact that I prefer pipes over cigars for the monetary tobacco saving difference, I primarily prefer pipes because they provide so much more flavor, and there is the rub I suspect.
That extra flavor comes at a cost, and without pipe smoking experience to reduce the variables, you can end up with a bad case of steam or chemical tongue bite.
I suspect that Jesse is right when he says that the cigar itself filters the smoke, as well as the moisture from burning tobacco that causes tongue bite. This is why most cigars turn bitter during the last two inches, and all the flavor gets washed out.
The cigar provides an easier smoking experience, but at a cost of flavor, as well as the cost from your wallet.
Here is another thing to consider. Jonathan Drew markets a large line of cigars that are highly aromatic, however even those cigars do not produce tongue bite. It is a known fact that heavily cased pipe tobacco produces chemical tongue bite.
The differences in aromatic cigar tobacco and aromatic pipe tobacco processing however, would need to be explained by someone far more knowledgeable than myself.