there is a scientific reason for coffee and cigars pairing so well.
taste, like smell, light, or any other sensory perception has a tendency to "fatigue" or loose its power the more you exposed to it. for example, when you walk into a room where food is being cooked you are very aware of the smell of the food, especially if the food is powerful in nature such as curry, garlic, etc.
the more you stay in that room, the more you become accustomed to the smell.
taste buds work in a similar fashion. if you are only smoking the cigar there are rest periods for your taste buds and Olfactory (olfactics?) receptors. you can still taste/smell the cigar.
Cigar smoke, rather fermented tobacco smoke, is alkaline in nature. Coffee is Acidic in nature.
this gives your taste buds and olfactory receptors a work out. the different pH levels, the different tastes make every puff and every sip easier to taste because it is different. your taste/smell does not "get used to" what you are doing.
this is also a reason that many people think that Coke/Pepsi and cigars pair well also. the sweet acidity contrasts many of the alkaline and peppery cigars that are out there.
it has more to do with pH than anything else.