I think it's some personal preference and what you're trying to accomplish.
Obviously if you need pressure here it there at the bevel set it helps to put some finger pressure.
I typically use two hands at the lower grits. I usually finish on smaller natural stones, and hold the hone in one hand and razor in the other. I think the bigger benefit is having very sensitive feedback in the finish. You'd be (I was) surprised at what you can feel on the edge.