At Corona in Orlando the entire store is the humidor and lounge, so all of their smokes seem to have the cigar smoke odor on them already. While irritating at first, I haven't noticed a huge difference in flavor with those cigars vs. others.
It's never been an issue in any I've been to. Now I don't sit in there and smoke a whole cigar, but I'll walk in the humi and look around a bit while puffing on a cigar.
I've never been told not to do it.