U.S. law about Cuban products can be hard for us regular folks to understand. Strictly speaking, a U.S. citizen who buys ANYTHING made in Cuba ANYWHERE in the world is violating the Trading With The Enemy Act. This is because the purchase causes funds to flow to the Cuban government. So when you buy a Cuban cigar in Cozumel, and you are an American, you are breaking the law. Realistically, this cannot be enforced at the point of sale but it is enforced when you return to the U.S. And for those who remove the cigar bands and claim they are not Cuban - Customs considers all unbanded cigars as Cuban unless you can prove otherwise.
I was "into" cigars during the craze but have backed off. I still have a full humidor and smoke a few over the year. I have smoked Cuban cigars and frankly think they are overrated. I'd much prefer a good Honduran or Dominican any day. And to be sure, most of the Cuban cigars you see in the tourist ports are fakes. The only island that I trust to sell real Cubans is Grand Cayman - there is a tobacco shop across the street from the landing that sells the real article.
Another aspect of the law is that it doesn't ban U.S. citizens from traveling to Cuba. You just can't spend a penny of U.S. currency while there. And you can get a license from the Treasury Department to visit Cuba and bring back $100 in Cuban goods. You can also go there under other aspects (news reporters for instance) and bring back the $100 worth of cigars.