Because of the first 2 responses to my post, I did 2 things. First I tasted some black pepper placed on my finger. Ah, now I know what that is and why I see it so often mentioned in reviews.
Second, I listened to Bryan Glenn of CigarObsession to see what he said about some of the cigars in which I found this characteristic: the H. Uppman Legacy, La Gloria Cubana Serie R Esteli, Montecristo Monte, and Rocky Patel 1990 (I love the 1990, BTW), and he used the same word in each case - "oily."