Commodore Oh often wears sunglasses. Star Trek lore establishes that Vulcans have an inner eyelid to protect against harsh sunlight on their desert planet. Oh's shades are a fashion statement, not a protective measure.
Cristobal Rios often smokes cigars. Star Trek lore establishes that tobacco smoking has been completely eradicated in the Federation. However, given Rios' fondness for holograms, it follows that this is a holographic cigar that gives the user all the pleasure and none of the side effects of a real one.