The brain cannot lose cells due to sneezing. The pressure generated within the skull during a sneeze is insufficient to cause cell death. However, stifling a sneeze can introduce pressure within the skull that would otherwise have been released, which may cause injury or harm in other ways.
Sneezing is a protective reflex that uses nerve endings within the nasal passage to relay a signal to the brain that there is an obstruction or debris triggering the nerve endings. The brain sends the reflex signal to different parts of the body, such as the lungs, throat and mouth, to facilitate the sneeze. If the sneeze routinely destroyed brain cells, it would not be employed by the brain as a nasal-clearing reflex.