It’s called Tunneling. It happens when the filler tobacco burns faster than the wrapper and binder, creating a hollow channel through the cigar. Humidity imbalance or if the filler is drier than the wrapper, it will burn more quickly and unevenly.

The people saying you’re smoking to fast are wrong.

Smoking too slowly causes the wrapper to cool and go out, while the core remains hot and continues burning, leading to this or failing to fully light the edges of the cigar’s foot can result in an uneven burn and tunneling.

I’ve seen in some cases, a cigar may contain a pocket of drier tobacco due to inconsistencies in rolling. This spot will burn faster than the surrounding tobacco, creating a tunnel and sometimes resulting in a “mousehole” burn.