Why do people sneeze when someone talks about them?
This is something that got featured in the Book of songs, this was a poem book out of ancient china (1000BC) and still is occasionally found in Anime/Manga now a days


  In certain parts of Eastern Asia, particularly in Japanese culture and Vietnamese culture, a sneeze without an obvious cause was generally perceived as a sign that someone was talking about the sneezer at that very moment - a belief that is still depicted in present-day manga and anime. In China, Vietnam and Japan, for instance, there is a superstition that if talking behind someone's back causes the person being talked about to sneeze; as such, the sneezer can tell if something good is being said (one sneeze), something bad is being said (two sneezes in a row), or if this is a sign that they are about to catch a cold (multiple sneezes).  source


Small side note to "It must be something only in Asian culture because I have never seen this in any US television shows". Although not used as often in movies/series nowadays, they still feature this trope once in a while and is mainly used in a comedic sense. A sample would be Scrubs and NCIS where it got featured a few times.