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'h' and 'k' are sounds made in the throat. There is an interim sound which Slavs use and write it with the letter 'X' in Cyrillic (and either transcribed as: 'h', 'k', or 'kh'). 
As languages change sounds can go back and fourth switch between those that are made similarly. At least in "Euro-Asiatic" languages. 'b' and 'v' are other example, or 'b' and 'p'.
The distance between Hungarian of today and the hypothetical proto-uralic is about 3000 years. And even the first written account of the word 'hó' has about 2500 years to that.