Right you are!  Sneezes transport crud out of our nose and lungs (as do many small hairs, called pulmonary cilia).  A big powerful sneeze works best.  Small sneezes are often the result of shyness or an attempt to be polite in a social gathering, if the person is otherwise of normal health and strength.  Stiffling a sneeze in this manner can be harmful, and rarely, fatal.  When you stifle a sneeze the entire power of your diaphram muscle in your chest goes into spiking your blood pressure instead of expelling the crud.  Don't do this, as it can give you a stroke.  Just go ahead and let it all sneeze out--in the other direction, please.  Be proud of your sneeze!