When you go into a store, what remains of your cigarette stays outside. You could snub it out and pick it up on your way out or just finish it off before you go in.
Some types of pipes have caps, but not usually. A person would empty it out before going into a store, or finish it before going in.
If a person is a seasoned pipe smoker, he/she has several pipes he/she smokes during the day, only smoking each pipe but once during the day so it can dry out. So a person would not fill and light a pipe if he/she knew he/she would be going into a store in short order.

I am trying to think of how long it has been since I last saw someone smoking a pipe.