My brother in law shoots more animals with a hand rolled cig in his yap than I have. I save cigars for evenings around the campfire.
Ive seen it done many many times, both with a cig and without. I dont smoke but I dont stop guys if they decide to light up while we hunt. Dad smoked 53 years and he shot moose, deer, elk, every year, every time. I dont know if there is a yes or no answer to this one. One would think that the animal could smell it but I dont know if the animal cares or not.
I think scent control is "wind direction". I dont really rely on " hunter deodorants" or stuff like that. But some guys swear by it.
Good question.