Immigration and Customs are two different things entirely. When you arrive in St Thomas, US Immigration officials will board the ship and you will "que" up to show them ID. There is no search of the ship or potential search of your baggage at this time. When you return to US and disembark the ship, this is where you will be subject to
potential examination by US Customs officials. By this time, smoke your cigars or give them to a crew member.
Have a nice cruise.