Maybe Columbo lit up his own cigar for himself and gave the Cuban one back to Cahill, the “special occasion” being the end of the case?
No, it was definitely the Cuban cigar he took. You could tell by the size of it and it makes sense it was because Columbo himself said he would smoke it on a special occasion and to Columbo nabbing the criminal is such an occasion.
I always feel the same way when he's going through those uniforms in "Dead Weight." General Hollister worries about him RUFFLING the uniforms, when he should be more worried about that lit cigar right over them!
It's a lot better when Columbo is self-conscious about it.