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.
From memory cause I haven’t smoke in 20 years, it’s mostly about filter.
Cigarette have industrial made filters that are solid and doesn’t heat that much.
Joint have hand made filters generally made with a bit of rolled cardboard or the tip of a cigarette (opposite side from the filter). Both makes the joint less sturdy than a cigarette, the filter is less wide and the heat is more easily transferred.
When you hold it like a cigarette between your index and middle finger it touches your fingers where the skin is the thinnest, so it burns you more easily, specially when you are close to the end of smoking.
Then there’s maybe a psychological side, cannabis is illegal or frowned upon in many places, so hiding your joint inside your palm makes it less noticeable (except for the smell of course, I didn’t say it was logical).