Wish mine would from time to time. We went to a real nice fund raiser for a campaign. Cigars were being doled out by the host. Since my tickets were free I declined but lit up one of my own. It was my first exposure to well to do ladies in cocktail dresses having a cigar. Not very many of them, but there were a few (at the "fun" tables).
My wife will go get a pack of cigarettes when we go to Vegas or Reno. It is her only smoking venue. She really dislikes the smell of smoke when she is not smoking so instead of griping about it, she joins in. Maybe some day she will do the same with a stogie.
Otherwise, my opinion on women smoking cigars is" fine by me. I think its kind of cool and I would like to drag my spouse somewhere where there are ladies enjoying a cigar, so I can prod her into trying one.
She tried one puff from a Cuban Bolivar I had on a cruise...she said it was "different".