It seems to me as far as inhaling, that the people that DO inhale often, are cigarette smokers. They either still smoke cigarettes, or quit cigs, and are trying pipes or cigars. The inhaling I think is a urge from when they smoked the cigs.
I started directly on pipes, never having touched a cigarette, and I never ever inhale. I want my lungs to stay clear, allowing me a lifetime of enjoying my pipes.
I have read a lot about cigarettes, and they are loaded with additives, like extra nicotine, burn agents, preservatives, and who knows what else. Look it up online and you can see. Also, when smoking a cig, you are inhaling wood smoke from the paper wrapper, which is bad stuff. The clean natural tobacco in quality cigars, or pipes with no paper or chemicals is just infinitely better than any cigarette, and far less dangerous to your health. I don't smoke for the nicotine, and do not enjoy it when a pipe tobacco that's overly strong like one I tried recently called Peterson Old Dublin, gives me a huge nicotine blast near the end.
These are just my opinions, any of you that enjoy cigarettes please don't be offended. I'm just saying what I think about the subject.