What is the benefit of going through allergy testing and getting injections?

Help you feel Better. The first step in treating allergies is to be tested. Usually on the skin. This helps figure out the cause (s). Then treatment (including avoidance or lessening exposure) can be done. Allergy shots are very effective when the above doesn't help enough. Being tested doesn't mean you need to get shots.
Better control. Treatment of airborne allergies involves a three-part process: avoid the allergen if possible; try medications; and allergy shots if all else fails. Shots expose you to the things that cause your allergies in a gradual way to decrease sensitivity & actually make you less allergic. Testing is done to find out what to put in the shots. Because it is lengthy, shots are reserved for extreme cases.