Possible, but quite unlikely. Since Obama took office, OFAC has essentially stopped pursuing penalties for unlicensed travel to Cuba. See http://www.fas.org/sgp/crs/row/RL31139.pdf (p. 22). It's hard to see why they would go to the effort of tagging unlicensed visitors when they aren't pursuing penalties.

Still, your cigars are contraband. You're rolling the dice with those.