No - I'm not referring to the cinematic annual purge event in which US citizens participate in legalized acts of catharsis in the form of murder and other brutal crimes.
The cigar purge refers to a practice in which you eliminate the harsh, bitter flavor you may encounter during the smoke, especially towards the end. As a cigar burns, oils and tars can build up and settle within the unburned filler tobacco from the smoke traveling through the cigar. The acrid taste is a result of an accumulation of oils and tars that have accumulated within the unburned tobacco. Incorporating the cigar purge as a routine part of your cigar smoking will certainly maximize your experience, as you will be able to enjoy the true, and intended, flavors of the cigar, as opposed to unpleasantly pungent tastes.
Purging is easy - and in no time you'll be doing it subconsciously. With the cigar away from your mouth, take in some air, place cigar to your mouth and gently blow out through the cigar. Another method is to take a small, short draw through the cigar and gently push the air back through the cigar. If you have purged properly, you should see the glow of the embers at the foot. Periodic purging throughout the smoke should prevent the build-up of aforementioned tars and oils. I generally purge before every other draw, simply to keep the blend as fresh as possible so that I can enjoy the flavor profile, and not the flavor of stale smoke.
Purging also serves two other purposes:
Relighting an extinguished cigar - Everyone has had a cigar self-extinguish (or allowed the cigar to self-extinguish) with the hopes of relighting it later to enjoy; but only to be faced with harsh and unpleasant flavor of the charred tobacco after relighting. It's just not the cigar that it was before it went out. If you allow your cigar to go out and it sits for a long period of time before relighting, it would be best to purge by, first, gently clearing the ash from the foot. Then, make sure you toast the foot very well, getting it good and red hot with your lighter (preferably a torch lighter in this case) and then start purging once it has been completely re-lit. In this situation, you may consider three to four full cycles of purging before you take your first good draw for flavor. Although a partially smoked cigar will never taste the same, you may resume its enjoyment after proper relighting with purging.
Correcting a cigar that is canoeing - When a cigar starts to burn unevenly, or starts to canoe (where the cigar burns unevenly down one side resulting in the cigar looking like a hollowed out canoe), purging can assist with correcting the burn. Rotate the cigar so that the unevenly burned side is on top, then purge to allow more heat to reach the unevenly burned wrapper, which should become corrected, but be patient and don't try to rush it. You should also make a habit of rotating your cigar as you smoke to avoid uneven burns in the first place.
Some aficionados are habitual purgers, some only purge with relighting, some let the flavor of the cigar dictate whether they purge, and some never see the reason to purge at all. Bottom line, it's your choice...but it's a good practice to employ, and will only enhance your smoking experience. The myth states that 21 days of any repeated behavior becomes a habit...