Relative newbie chiming in here - I retrohale at least a little of every stick I smoke. In my experience (what there is of it) there are some that are nice and produce additional "flavours", some that are not-so-nice and just burn, and the remainder a combination of the two; these I just cut back on the amount of smoke that is retrohaled. I still do it though because it contributes to my smoking enjoyment. Hey - I like spicy food, too!
Now that I've finally experienced my first CC, though, I've personally observed how much smoother (and somehow "fuller") their smoke seems to be, at least on my limited single stick sample stogie

. However, it also "burned" a bit, too - so in IMHO it wasn't perfect either.
Therefore I puff away regardless and just chalk the experience up with that old phrase "It's all good!"

and continue from there.

Enjoy, smoke 'em if you've got 'em!