The only pro of smoking a cigar in your car is that you will feel that you have put the travel time to good use.
The list of cons is far longer:
[1] your wife or girlfriend will complain about how the car smells when she rides somewhere with you;
[2] if you smoke the cigar on the way to the client meeting you will arrive smelling like a cigar, something the client might not like even if they say it doesn't matter;
[3] cigar ashes in the car are a problem not only because there is so much, but because every time you open the door or turn on the vent, the breeze will blow the finer particles around inside the car covering you and everything else with a fine gray ash;
[4] the volume of smoke from a cigar will almost require you to crack a window or open the roof vent, leading to more free floating ashes, especially if you are like me and drive at speeds north of 75mph most of the time;
[5] some guys are expert at keeping 2 or 3 inches of ash on a good cigar, but they aren't driving 75 while doing it. if the ash falls off the cigar into your lap while driving you could wind up with a hole in your trousers, a serious burn, a hole in the upholstery, or all three, not to mention the very real possiblity of wrecking your vintage car while trying to aviod the hot coal...
I speak from experience. Each of the first four things have happened to me as a result of smoking a cigar in the car. Number five was related to me by a very good friend who, at the time, was wearing a pair of polyester pants when the ash fell off his cigar. By the time he got the car stopped he was almost naked because the polyester caught fire.
My advice: don't do it!