My understandind is that cigars are Jordan-thing since his Chicago days. MJ must be one if the world's most famous cigar affictionados, and at least at that time, Ron had a thing about becoming next MJ (with Bulls). I don't remember it even being reported in Chicago that Ron got drunk at any one occassion, but I never heard that he is tea-totaller either. In fact, it would scare the life out of me if a guy with such intensity is not able to sit down to a drink or two and just chill for few hours.
BTW, Vlade's and Pedja's sessions in Chicago are legendary. In the off season though, when they attend charity golf outings.