All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
Simply, the answer is that we sneeze because Allaah has decreed so for our benefit. Sneezing is one of the natural sensations Allaah has granted us to get rid of the harmful secretions, or to clear the air passage (respiratory cavity) as physicians confirm. Regarding the Prophetic guidance on sneezing, we have issued many Fataawa. Please refer to Fataawa 87729 and 91115.
Allaah Knows best.