The last time I entered Mexico one of the first questions posed to me was to inquire if I was interested in purchasing some Cuban cigars.
I don't smoke tobacco so I politely declined. But how would the authorities know if I had chosen to fire one up? Will we be subject to UAs when crossing back into the US?
Let me guess, it was offered by a 14 year old boy and cost $5 for a box of 20. In that case, it's a good thing you didn't waste your money.
In St. Stephen, NB. the US people would often watch who bought cuban cigars and see where their car was registered to. They would then call ahead and have the car searched at the border. They did give a friend of mine a choice of having them confiscated, or to take them back.