See to me the proper way of smoking anything has always been fill your mouth, than inhale directly. How long you hold it in your lungs is up to you of course. When it comes to smoking marijuana direct inhale to the lungs is something I only do when it's nearing the end and there isn't much to hold on to. I know what the OP is talking about though, I have a friend who smokes and has been 'trying to quit' so it's been an occasional thing for him lately and he loved it when I let him try my 510 (18mg Dr Pepper from CanVape)....yet my other friend hit hit for barely a second and she coughed hysterically.
I think mindset has a great deal to do with it.
Before we bought our PVs most of us found ourselves here or similar forums researching just what we were getting into. The people that we introduce PVs too don't have a clear picture of what their inhaling and they're initial reaction is one of caution.
I think it's pretty similar to the people who cough around me when I smoke it because they're had asthma or asthma like symptoms for so long that the sight of anything smoke-like throws their bodies into a defense mode and makes them cough.