The one difference is that after you have chased down a box of rare stuff, you can still enjoy it. Cigars have utility and intrinsic value where cards end up being worth nothing if sentiment changes.
Let's say you spent $1000 on a GEM '85 Topps McGuire OLY RC in 1998 or you spent $1000 on an ultra limited cigar. Now, the Mac is probably worth like $50. Maybe the cigars aren't worth as much either, but I'll be they're a lot tastier than the Mac if you tried to smoke one