They’re functionally the same – smoking plant material in that form factor. But I’ve noticed cigarette smokers tend to hold the cigarette facing out, in between their index and middle finger. Whereas someone smoking a joint would more typically hold it towards their palm, between their thumb and middle or index finger.
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.