So the "you don't inhale it" part of that has absolutely nothing to do with the properties of the pipe/cigar. You can easily inhale on both and you can also choose not to inhale with a cigarette.
You can with a cigarette but it won't be any fun. Pipe enthusiasts will pay premium to smoke different blends of tobacco. It's all about the taste, the quality of the smoke and the ability to sit in a rocking chair and relax.
The best comparaison would be downing a shot of jager bomb vs. a nice glass of single malt whiskey that you will sip for an hour.
