A: Good question. I had to do a little research for this one. Think about it. By the time you get down to the last couple of inches of your cigar, a lot of oils and tars from the tobacco have built up. And now, this is why cigar etiquette calls for leaving the stub in the ashtray saddle, rather than stubbing it out: When you stub out a cigar, the wrapper breaks up exposing all the tarred-up the filler and binder, hence, the nasty odor. If you’ve ever continued to smoke a cigar where the some of the wrapper has come undone, you may notice the aroma tends to get a little more pungent.
That’s pretty much it. If you allow your cigars to go out naturally, they will still emit a little ashy-oily odor, but nothing close to the stench from a cigar that’s been stubbed out. This is one case where cigar etiquette trumps a bad habit.