Allergy is fundamentally a disease of excess inflammation. The immune system pathway that is responsible for allergic reactions produces an inflammatory response that leads to common allergic symptoms such as runny nose, watery eyes and even asthma, depending on where in the body the response is triggered by allergen, such as grass pollen or animal dander.
Anaphylaxis is a body-wide reaction where allergen exposure causes the whole system to react at once, which causes a severe drop in blood pressure, and potentially a loss of consciousness and even death. These kinds of systemic reactions are more often seen with food or insect stings in highly sensitive patients than with respiratory allergens, which tend to cause localized symptoms in the airway.
How this system works, exactly, is still being investigated. One theory is that our bodies have a constant baseline of inflammation, which is simply a product of ongoing metabolic activity, similar to background noise. For most people, this level of activity is unnoticed since it is just a part of our everyday experience. Our perception of symptoms occurs when these activity levels rise above a certain threshold. In this sense, allergy can be thought of as an iceberg, where the obvious, visible part above the surface is actually the top of a larger reaction that goes unnoticed.
Symptomatic medications, such as antihistamines, block key components of the chemical pathways that lead to the symptoms above the surface. However, these inflammatory pathways are much more complicated than a single chemical or symptom. So even if you are without symptoms, whether naturally or through medication, it is still possible that an underlying inflammatory reaction is occurring that may actually be making your symptoms worse in the long run. This may explain the research that suggests that symptomatic medications do not prevent or slow the progression from allergy to asthma, even if used routinely.
Immunotherapy (allergy shots), on the other hand, addresses the underlying inflammatory response and has been shown, in limited research in a predisposed population, to prevent the progression from mild respiratory allergies to allergic asthma.
The key idea with this concept is to try to address the whole problem, not just the symptoms on the surface.