I call it wiring/nervous system, allergy and chemistry differences. Everyone has a different and unique vascular system. Sometimes the blood vessels might run closer to nerves in some ..and pressure (sometimes near sinus cavities) might cause nerves to be irritated.
Then there's the issue of some people's blood chemistry (environmental, diet and/or allergy) and hormonal differences causing headaches. I think all these unique differences can either keep people from or cause others to have headaches.