I've never seen a club that doesn't allow cigars if they allow cigarettes. It seems to be either completely no smoking or you can smoke whatever is legal. Most clubs only bad smoking if the city/county/state they are in bans it by law. I only remember one club years ago that banned it without being required to and that was just because the old guy that ran the club had severe breathing problems and smoke made it worse.
I've never been a smoker but grew up in a house where both parents smoked and the smell has driven me nuts ever since I got out of their house when I went to college. Until then I guess I was just used to it as a kid. Ever since then I prefer to go to non-smoking businesses if possible. If I can't find a non-smoking option in the area I am in I can usually deal with it, but there have been clubs that the smoke smell was so bad I had to leave right after I got there.
If a business wants to allow smoking, and the law in the area allows it, that is their choice to make. It is also my choice to not do any business in a place that allows it.
I really wish places that allow it would at least spend the money to put a decent ventilation/filtration system in place to minimize the smell and health effects, it would likely pay for itself after a while by increasing the number of non-smoking customers.