I actually hone both ways. If you're honing hand-held, you have no choice, the stone is in your other hand.

On a bench, I frequently use a finger or two on my off (left) hand as a kind of 'outrigger', not so much to apply pressure, but to sense if pressure is not even and occasionally direct pressure being applied by the right hand. Sounds more complicated than it is, but sometimes a resting finger (usually) 3" away from the fingers that are applying pressure can sense things that can't be easily felt at the tang.

Cheers, Steve