Couple of reasons in my experience. Cigarettes have a generous butt, and are pretty structurally sound, which makes them pretty easy to handle that way, and you can ash with a simple flick of your thumb. Joints often have no butt, or just some folded up but of paper or some other dodgy bullshit, so there’s far less to grab onto. They’re also often pretty flimsy, and fall apart easily. So holding them that way gives you better control and is more gentle on the joint.

Short filter on a joint is easier to hold with fingertips, whereas big filter on a cigarette can be held easily with fingers.

Joints are packed/rolled differently than commercial cigarettes. Cigarettes are stiff and tightly packed, they won’t droop at all. Joints are different, at least pre-dispensary days (in the US). They’d be packed by whichever friend liked to do it whether they were good or not. So you’d get varying stiffness in your joints, making it easier to pinch them between the index and thumb rather than gently resting like a cigarette does. Nowadays if it comes from the dispo I can hold it like a cig.

I am so glad I switched to edibles for weed and quit smoking/vaping nicotine entirely. My room/clothing no longer stink of pot. My hands don’t smell like pot. My breath doesn’t smell like pot.

I get that edibles don’t jive with everyone, but man they work great for me.

Also as many others have already stated it’s mostly just the structural rigidity of the cigarette vs the joint combined with the (still in some places) illegality of the joint that leads to the different holding methods.

1. Hiding it’s shape.

   • If someone can see you but can’t smell it (through a cop car, or nosy neighbour window, for instance).

2. Sharing it.

   • It’s easier to pass a joint from person to person pinched from the bottom

3. Structural Integrity.

   • Hand rolled joints with inconsistently ground weed tend to be more fragile, holding by their filter is often safer.

4. Smoking all of it

   • Weed smokers are more likely to smoke right to the bottom (since it was historically expensive / hard to get). Sometimes a smoker might not even have a filter and literally go til it burns the finger tips, in this scenario they can grip much more finely with a thumb-index pinch.

Do they? I’ve never held either differently, in the classic cigarette style, and I’d say the same for most smokers I know.

Never been a cigarette smoker; but I’ve always preferred to hold joints inward to shield from wind and because the shorter filter/‘tip’ is easier to hold with the tips of your fingers. I also like the knock the ash off the end with my thumb vs flicking the whole joint/smoke to shake it off. Less chance of knocking the cherry off, especially with really finely ground bud.

The holding it inward is just an attempt to hide it. Or at least that’s how it started. Maybe some people just learned to do it that way every time.

Anyway, I hold a joint the same as a cigarette.

In my experience joints typically either don’t have a filter or have a handmade filter. They’re delicate, and rolling it between your fingers can open up the end and spill things out. So it’s better to have a more precise grip on them.

From memory cause I haven’t smoke in 20 years, it’s mostly about filter.

Cigarette have industrial made filters that are solid and doesn’t heat that much.

Joint have hand made filters generally made with a bit of rolled cardboard or the tip of a cigarette (opposite side from the filter). Both makes the joint less sturdy than a cigarette, the filter is less wide and the heat is more easily transferred.

When you hold it like a cigarette between your index and middle finger it touches your fingers where the skin is the thinnest, so it burns you more easily, specially when you are close to the end of smoking.

Then there’s maybe a psychological side, cannabis is illegal or frowned upon in many places, so hiding your joint inside your palm makes it less noticeable (except for the smell of course, I didn’t say it was logical).

I only hold a joint different than a cigarette when the joint has no crutch and is getting close to the end. Gotta hold it with both hands to not only keep the end open to draw through, but also so I don’t burn myself because it’s so small.

Heat and ashing.

Due how finely shredded and tightly packed tobacco is, there is much less heat (that the inner finger is more sensitive to than finger tips) and easier to control / denser ash with cigarettes. Compounding this, the filter helps with heat and the between finger hold makes it easier to flick the dense ash. Their similar in components, but less so in functionally.