There are a lot of factors that can lead to uneven burn. I think think any of these three, or a combination, is the culprit:
- Humidity too high - If the humidity in your humidor is too high and you go to smoke the cigar right away this can lead to an uneven burn, even if you light properly and the cigar is well made.
- User error (failure to light evenly) - A lot of newbies screw up the light... this can kill the burn for the rest of the cigar.
- Poor construction - Sometimes if you feel the wrapper of a cigar you can find soft spots. This is where the tobacco was wrapped poorly resulting in air pockets that will burn faster than the more tightly packed tobacco. This will result in uneven burn. Less common in high end cigars but it's always possible.
My guess is it's 1 or 2, or a combination of both.
As far as your friend saying Cubans always leave him feeling light-headed... the Cubans make light, medium, and heavy cigars just like everyone else.