Might not always work for things like hay fever. I had plenty of early exposure to pollens and everything else that'd cause them and never had allergies for my early life. Then one year around my 17th birthday (springish birthday so not thinking it's time based so much) i got probably the worst attack of allergies i've ever seen. All the sudden my body decided that it had had enough and I've had hayfever and other symptoms since. Moving to a different area has helped tremendously but hasn't eliminated it.

Just anecdotal but I wouldn't be surprised if seasonal allergies like that happen through a different mechanism that might not be affected like the peanut one.