Why do allergy injections need to be given on a regular basis?

Gradual immunity. Simply: the goal of allergy injections (immunotherapy) is to build up a gradual and safe immunity to a particular allergen. The bodies defense/allergy/inflammatory system is "good cop/bad cop." the good cop fights off infection for us and causes allergy symptoms. The bad cop can shut down our body with inflammation/swelling/edema. Allergy shots - good cop does his job - bad cop is not a problem.