I can remember, that when the game Kinect Star Wars was dubbed to Polish, the lines where dubbed, but laughter was kept original. And it looked and sounded very bad.
Answering your question: this depends on two factors.
Firstly, was the sneeze originally recorded as part of the dialog lines, by the artist, or was it recorded as a sound effect by foley artists? If it was recorded as a sound effect, it remained in the movie and was not to be dubbed and the actor who recorded the lines for Simba didn't have a sneeze in the script, because the translators didn't get that sound in the original voices, since it was recorded by someone else.
Secondly, this can depend on the laziness or just the crew is not good at their job. If the sneeze was recorded by the same voice actor as all lines for Simba, then it would be attached to the voice recordings sent for translation, so someone had to make an error or skipped that without realizing how bad it would sound.