Agreed. I say keep the flavors separate. Hey, I'm guessing if you add a cigar butt in with your coffee beans next time you're grinding, you'll get similar taste results! My favorite combo is a good cigar and a fresh cup of joe, but I don't want them combined.
Here's an idea, for people that like these products: How about a "barber pole" cigar, with an alternating wrapper (we've all seen these before, right?), with one strip coffee infused and the other strip infused with egg and bacon grease? A whole morning's experience with one light.