Not so much the shape as the press which causes the difference in burn and flavor.
Try this experiment. You'll need two of the same cigar and some Lego pieces. Take the Lego pieces and build a long open-ended "box" just slightly smaller than the cigar. Put one cigar in so that it's squished. Wrap Lego box with tape if necessary. Let them sit for a year. Smoke em. See if there's any difference. :)