雪茄 (xuějiā) is a phonetic loan from English 'cigar' — chosen for sound only; the literal meaning 'snow + eggplant' is irrelevant. Adding
烟 (yān, smoke/tobacco) clarifies it's a tobacco product. The shorter
雪茄 alone is more common in modern usage;
雪茄烟 is the fuller, slightly older form.
