All duty free is a shop operating in a country without having to pay any taxes on those items under the assumption those items will be leaving the country. The pricing structure is not compared to what is available in the country it is located but is priced against where the customers will be going. It may be expensive to you but those cigars are probably cheaper than where someone is headed.
Customs doesn't care if it is duty free or not there is no such thing. Customs does care what you have and where it came from, even if you bought it in the US and are just bringing it back.
Customs, at least US Customs and Border Protection, has no way to know if you went to a duty free shop before returning to the US, unless of course you have a big duty free bag when you arrive and they want to know what they can charge you duty for.
Any other questions just let me know.
