I suffer from dust mite allergy for like 5 years. I'm doing immunotherapy shots for 3 years, and no substantial good results. And drugs don't work. Why?

Ask the allergist. Too many variables to answer this. Your diagnosis or shots could be wrong. You should ask the allergist or physician who is prescribing the shots and if you cannot get a satisfactory answer consider a second opinion with another allergist. Look for allergists certified by the american board of allergy and immunology. A good source is the website of the am academy of allergy: aaaai.Org.
Time to rethink. Allergen immunotherapy may take from 3 to 5 years for completion but most patients feel a moderate response after one year, significant after 2 years. Under any circumstances, after 3 years of shots with no response, it is time to review the diagnosis and the treatment. If your allergist is not open for a thorough review, seek a second opinion.