The cigarette companies use paper that doesn't stop burning when a drag hasn't been taken in a while, because it probably allows them to sell 5% more cigarettes (due to inattentive smokers.)

Note that I'm not saying here that they simply fail to use some technology or chemical that would cause a cigarette to burn out. They are doing the opposite; a hand-rolled cigarette burns out on its own.

Cigarette fires are usually caused when a smoker falls asleep while holding a cigarette.