In my experience, it's either the wrapper leaf is naturally thick or oily or too wet. You can mitigate the latter issues by dry-boxing your cigars and/or lowering the RH in your humidor. To dry-box take a cigar out of your humidor and let it rest for a couple of days in an environment with a lower RH than your humidor. I live in a climate where an empty cedar box will do the job.
Another trick I've found that also helps to take plenty of time to toast the cigar's foot before lighting. Hold the foot of your cigar a half inch from the flame while rotating the cigar, occassionally blowing on the foot. The cigar will light from the outside in, and when the wrapper has an even head start about the thickness of a nickel around the circumference of the cigar, then I'll finish the light by puffing the cigar.
Between dry-boxing, storing my cigars at 65% RH and taking my time on the light, this problem has become much rarer for me.
