Quote Originally Posted by rodwha View Post
I thought they were rolled round and then pressed into shape.
They are - at least partially. Cigars consist of filler rolled in a binder and then rolled in a wrapper. Commercial (and a lot of home-rolled) handmade cigars are placed in a mold after the filler is rolled in the binder. After the desired time in the mold, the wrapper is added.

I don't think the box-pressed molds are likely to squish the filler any tighter than cylindrical molds or whatever other shape is used. But they do change the shape of the cigar, which might influence the ratio of wrapper to binder/filler. It's also not impossible that the square shape affects the way air passes through the cigar, as opposed to a cylindrical shape.