I know smoking, in general, is pretty strict in Vegas unless you are rich these days. I am trying to find a hotel that allows cigar smoking preferably in my room but a lounge in the building would be okay.
Caesars Palace has some pretty nice smoking rooms. I am not sure about the policy for in-room smoking. That seems to be very rare these days but I know the smoking rooms/lounges are very nice and clean.
I think some places might be closed or limited because of COVID so you will have to call and check around. They don't want people blowing around their smoke with a virus on the loose.
Some might have a smoking room, but I think most casinos and hotels have kind of banned smoking in general at most places. I don't even know if they allow cigars either. Your best bet, would probably reach out to whatever hotel you're interested staying at, and see if they have a designated smoking area.