Are high-quality cigars healthier?

Are higher-quality cigars better for you than low quality? By low quality, I'm referring to cheap online house-brands, not the dried straw you get at a gas station. I've noticed that with cheap cigars, such as $19.00-a-bundle "yard gars", I get an undefinable sickly feeling sometimes that is unrelated to the taste. Also, I notice the nicotine effect is much-I don't know how to say it- rougher? Not as pure, as if sumthin' else is mixed in there, even though they are 100% tobacco cigars. The physical effects from say a Rocky seem far more smoother than a comparable-strength cheapie. Could it be some sort of dye in the maduros, or a bleaching agent for the lighter wrappers (i.e., to wash out major discolorations)?