I think the secondhand stuff that you incidently inhale from your stogie constitutes a small percentage of inhaling for everyone. You gotta breathe, so some smoke gets in anyway. To purposely inhale may ruin your day on some stronger smokes. Occasionally I find myself reverting back to my cigarette days and start to inhale.
Pipe and cigar smoke comes out significantly hotter than cigarette smoke. It can slightly burn your trachea if you inhale directly...you'll note this by a sharp pain and sudden incurable thirst. This is cured by 3 or 4 Black and Tans drank in quick succession.
Doesn't do anything for the burn...but you could care less.