An open mouth equalizes the pressure inside your nasal passages , otherwise you would be in a lot of pain and could damage your eardrums. Notice when you have a cold that your ears often are "stopped up"?
Sneezing is a protective mechanism that the body uses to expel dust, pet hair and other allergens. Some people sneeze when they're exposed to cold air. It's common to sneeze when you have a cold because the inside of the nasal cavity becomes swollen and more sensitive than usual.