Short, simple answer: no. Don’t inhale cigar smoke.
Longer, slightly more complex answer: while inhaling cigar smoke the way one might inhale cigarette smoke is a well-trod path to the waste-basket, inhaling trace amounts of cigar smoke is a common practice with many veteran cigar smokers. Like retrohaling, inhaling a very small amount of smoke can augment the smoking experience and add depth to the experience.
I myself do not inhale cigar smoke through my mouth, but I do breath in a lot of smoke from my cigar at times to get a full aromatic experience. This is one reason why I don’t smoke on incredibly windy days: the smoke I enjoy from the cigar is immediately blown away and that is a huge detraction from the experience!