I said return for both...but only given the circumstances. It's not based on the price (yeah it's higher than it was in the past, but nothing ever goes down in price), but because there is an expectation that you're in the Divan for an experience, and an overly tight/overly loose cigar makes for a miserable experience that I don't want, and that the business likely doesn't want me to have either.
That said, any such situation to me, requires grace and tact when explaining it to the staff. if you're going to ask for a replacement for an unsatisfactory cigar - you better be damn gentlemanly and respectful in doing so!
Lastly - On reflection, I don't think I'd probably say anything about the loose cigar, just slowly slowly smoke it and only stop if it really didn't care for the flavours I did get.
Side note - I'm happy for assistance in selecting cigars in a lounge, but I'll never EVER accept a lounge attendant lighting my cigar again. Not after visiting a very well-regarded lounge in London a couple years back, selecting a quite rare cigar I've always wanted to try, and then watching as the attendant took his torch and proceeded to carbonize the living f*ck out of the first inch and a half of the foot. Ruined the whole first third of the cigar. Never again.