My take on it is, most cigars attempt to have a consistent flavor. If you sense anything other than consistency it could just be a fluke or all in your head. However, some cigar blends call for a changing flavor as the cigar is smoked. Makers may blend certain cigars to start out mild and then become more full (or vice versa?) or some other flavor change. They do this by adding shorter leaves to the top and bottom that are different than the bulk of the tobacco that makes up the cigar.
I don't know if there is any way to know if the cigar you are about to smoke is supposed to change flavors or not but I am guessing there are far more cigars that are supposed to have consistent flavor than those with crafted flavor changes.