From famous-smoke dot com. Not linking.

Inhaling cigars do you or don’t you?

People inhale cigarettes, so why not cigars? When it comes to inhaling cigars, there’s no specific rule, and the fact is, a number of cigar smokers do inhale as well as retrohale. In the latter case, you puff on your cigar and blow the smoke out your nose. In some cases, retrohaling results in a very peppery, nose-bending, eye-opening experience. On the other hand, it can help you discover flavors that you may not taste by simply puffing and expelling the smoke. As for inhaling cigar smoke, that’s another story.

But Rush claims he never inhaled, so I give you that, but he spoke fondly of William F. Buckley always doing so like “a real man”. However, he was a ~14 year smoker before that, from when he was 16 (1968) to around 1982. He also denied/downplayed smoking leading to lung cancer for both secondhand and firsthand smokers.

It seems he has a fair bit of personal responsibility here.