Oh geez...trying not to sound too snobby, but most of what we'd call "natural" cigars don't do that. The tobacco has usually been grown, chosen, and blended very carefully to achieve a certain flavor profile, and adding sugar to the mix kind of ruins that. It can cause you to miss the natural sweetness that the tobacco can have, while also accentuating bitterness. That goes for sweetened food or drinks while you smoke, also. The one I mentioned is a pretty rare exception to that. It's done really carefully and tastefully so as to not clash with the natural flavors. 

With a flavor-infused cigar, they do it to kind of pair with the overall flavor, in the way that we might enjoy caramel or chocolate in a sweetened coffee. We're not trying to meticulously analyze the coffee flavors, we're just enjoying our drink. 

Generally, I just prefer natural cigars, so I lean away from any added stuff. It's all very personal. Some people drink Red Bull with a $40 cigar and they love it, so I say rock on.