Yea I would say let it out..especially if it causes you discomfort
I'm not sure if it does or not, but any sneeze you have is best to just let out. I know it's hard when you're out in public or around people sometimes. If you have to, sneeze into the bend of your arm by your elbow. I sneezed what felt like 600 times a day when I was pregnant with my first son. Thankfully, it's not AS bad this time lol