Now I am reading that it is frowned upon because of air conditioning, Gurus, whats the deal?
Depending on the ship it may or may not disengage the A/C when the balcony door is open. On older ships - and by this I mean just a few years old in some cases - the extra heat load can stress the chillers and cause things to heat up in adjacent cabins or other areas. Not all of us want to derive some primal pleasure by hearing waves and such, and thus would not be happy if my A/C efficiency decreased because of my neighbors.
And now that this thread has drifted from cigars to air conditioners, and the original post was answered, I'll close it with my original recommendation to look on Grand Cayman for good cigars.