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Simple options from good suggestions:

1. Don't give cigars to folks you don't think will appreciate the gesture.

2. Keep inexpensive (yet decent) cigars with you for such occasions.

I don't think anyone would object to you doing either. I think what people are trying to convey is that giving is often the best part of the cigar experience. Obviously not every cigar you give will be appreciated or even liked. Such is life. Don't take it personally. I know there is monetary loss, but when you give a cigar to someone who lights up with joy, you'll realize the previous losses were worth it.

Edited to say: I agree with Scott too!