What about the shellfish causes allergic reactions?

The meaty part. Your immune system reacts to proteins in the meat of the shellfish that causes allergic reactions. Most people with "shellfish" allergy are allergic to crustaceans - shrimp, prawn, crab. Lobster, crayfish. Fewer are allergic to mollusks - clam, mussel, oyster, scallop, squid, octopus, abalone, cockles, snails. Even fewer are allergic to all shellfish. An allergist can help sort this out for you.
Tropomyosin. Tropomyosin is a protein in the muscle of shellfish, and is the most common protein to which you become allergic. Other muscle proteins in the shellfish can also cause allergy (myosin light chain and sarcoplamic calcium binding protein) but less commonly.