Of course they don't.

I've been a cigar hobbyist since the early 90s. Cuban cigars have been mostly to completely illegal in the US for the entire time, but with the advent of the widespread use of web pages, we started to get better and better access to the Cuban supply via overseas retailers.

These retailers know full good and well that these cigars are contraband here in the states. But some of them were extremely lazy and would just ship entire pallets of merchandise. I'd guess that about 70-80% of the product bought overseas and shipped here actually got to the buyer. The rest were virtually all on these pallets where you'd have to be a complete idiot not to spot them.