I hold 90% of my sneezes but people keep telling me its not good to do so. So I decided to do a quick search on this issue and it turns out holding a sneeze doesn’t inflict physical internal damage. The worse that could happen is I would get an infection.
“Have you ever tried to hold in a sneeze? Here’s why you shouldn’t: A sneeze is your nose’s way of keeping things like dust, pollen and bacteria from being inhaled. These are given the boot by being forced out of your nose at terrific speeds — over 100 mph. If you try to prevent a sneeze by pinching your nose closed or holding your breath, you’re creating tremendous pressure. That pressure can force bacteria from your nose back into your sinus cavities or your ears — and the result could aggravate an underlying infection.”
[Source]
Update: Tawateeto just commented the following: hey my dads a doctor, i asked him and he said these effects r very rare, the infection is very rare and comes after a very long time, but he says holding it in can bother u for the same reason u wrote, some ppl also think if u open ur eyes while sneezing ur eyes pop out, but thats total crap they just shift in position and u can actually never manage to open ur eyes while sneezing unless ur holding them open its a very strong natural reflex