Well, you can't always trust someone behind a retail counter knows what they're talking about.
The 3.2V Li-Ions use the "safer" LiFePO4 chemistry, but the CR123a sized cells are not intended to be used for high drain applications. They're mainly a rechargeable replacement (designated as RCR123a) for things like cameras, smoke detectors, and other consumer electronics. For those applications, they are safe enough without protection, but for an e-cig, the load may be too heavy.
3.7V protected cells are commonly available in the CR123a size, but are sometimes referred to as 16340 which is not entirely correct. A 16340 is 16mm x 34mm and a CR123a is 17mm x 34.5mm. A CR2 is actually somewhat smaller than a 16340. There's some ambiguity there. You need to verify the particular cell dimensions for your application.
There's also
this cell. It's actually a 3.7V ICR cell with a built-in 3V regulator. If that is the cell you are using, it should be okay since it's protected and has a relatively high drain limit. Because it's an ICR cell with a built-in regulator, two in series will deliver 6V under load, unlike stacked LiFe cells which sag below that under load. The down side is they require a special charger that can only be used for those particular cells.
If it's not indicated on the label, there's no easy way to tell for sure if a cell has protection. Sometimes you can tell there's a protection PCB on the negative end under the shrink wrap. Typically, the 3.7V cells are protected and the 3.2V cells are not.