My first reaction is: people who don't get hangovers are people who lie.
Ech...I don't know. Alcohol affects people differently. My tolerence never increased very much, and that, I've been told, is weird. I drank daily, and it only took me a very small amount to get drunk. My tolerence increased a bit, but not much.
With other drugs, my tolerence adjusted very quickly and it took more and more. But with alcohol, I was always a very cheap drunk.
My second reaction is: maybe people are getting caught up in the definition of a hangover. Some people think a hangover is hanging over the toilet bowl throwing up. As opposed to aches and pains and sensitivity to sound and light and mental confusion and slowed reflexes. The 'furry bear suit' we've all worn.