You know, I'm not sure that scientists completely understand the mechanism behind why people get headaches....just in general. Why, when you get a hangover, you feel pain in your head, rather than your leg or somewhere else. I know that the mechanism behind migraines is still fairly mysterious, in spite of all the study that's been done.
It's obvious that there are external things that trigger some people and not others, and various gasses taken in through the nose (not just perfumes) seem able to do it, even though the actual number of molecules that make it into our system must be incredibly small, in comparison to if you took even the most microscopic sip of the same material. Some people seem to have reactions that are based on the body's allergy mechanism, while for others it almost like it's some kind of individualized poisoning.
But it's always been my understanding that what the actual physical mechanism is behind headaches of any sort is still not fully understood.