Not sure if I'm addressing your question here, but when smoking, I do what I've heard called "French inhaling" ... after drawing smoke into my mouth, I release it and draw it into my nose, then back down to the throat where it is pushed out to my mouth without drawing it into my lungs ...
This is something I learned to do a long time ago ... I damn near choked to death while learning to do it, but don't even think about it consciously now ...
And, yes, it does add to my enjoyment in smoking both pipes and cigars ...
As for normal ... I have NO idea what is thought of as normal ... it's normal for me and has been for decades ... about 15 or so years ago, I went into a cigar store where I'd never been before, but went because the owner had a reputation for having developed a really good in-house blended cigar ... I bought one and smoked it as I sat in the store chatting with the owner and another patron who was there ... later, as I paid for half a dozen more of the cigars to take with me, the owner commented to my wife that he'd observed me smoking and that I was a real cigar smoker, not one of the wanna-be's who so often came in because cigars were stylish or fashionable ...