Sneezing occurs when nerves transmit a signal that the brain in your nose is something that should be brought out, according to webmd.com. By sneezing, get rid of bacteria and viruses.
If you sneeze several times, which means that foreign particles have reached your nose have not been eliminated in the first. In other words, you'll sneeze until you get rid of those particles.
Those with allergies sneeze several times, which means that allergens are still present around you.