There are a few articles on the web from Steve Saka explaining why Liga Privadas are so much smokier than most every other cigar out there. Something to do with the oils, IIRC. They ferment lower and slower than the industry and preserve the oils in the leaf that way.
Ahhh, here we go. Search for "There have been bloggers on-line who claim, mostly based on the amount of oil stain in the boxes, that the wrappers of the entire Liga line are somehow treated artificially with oils to promote a greater smoke production. What do you say to these accusations?"
http://www.reddit.com/r/cigars/comments/19el4o/ama_steve_saka_ceo_of_drew_estate_today_february/
So there, it is likely due to the differences in fermentation and curing that cigar smoke is, on the whole, smokier than pipe tobacco.