I've been underweight all my life and was recently told that it may be because of a gluten allergy or sensitivity. what does this mean?

It could be true: About 1% of humankind has celiac disease in which gluten make it difficult to absorb nutrients. If your intake seems more than sufficient to make you heavier than you are, or you feel unwell otherwise, it would be worth discussing with your physician. Some of the best track stars are "underweight" and for such people, it's healthy. You're a person, not a set of numbers. Best wishes.