Why are some people allergic to everything while other people aren't allergic to anything?

Good question: We still don't know for sure. There is definitely a strong hereditary component. When our immune surveillance encounters a potential invader it triages the type of response like branches of the military. But in this case they mistakenly sent the air force instead of the police. Co-factors are involved like diesel exhaust. Early antigen exposure seems to be protective. See Hygeine Hypothesis