Yeah that's a good question. This is what my assistant says:
Seasonal allergies usually do not fade just because you keep being exposed, because the immune system is not "learning" tolerance the way it often can with controlled allergy immunotherapy. Instead, repeated pollen exposure can keep re-triggering the same IgE-driven allergic response, and in some people the response can even get worse over time.
Why exposure helps in shots
Allergy shots work because they give carefully controlled, gradually increasing doses of a specific allergen under medical supervision, which is designed to build immune tolerance rather than provoke the full reaction. That controlled pattern is very different from normal seasonal exposure, where pollen arrives in unpredictable amounts and can be much higher on windy or high-count days.
Why natural exposure doesn't "desensitize" you
Regular real-world exposure often isn't low enough or consistent enough to retrain the immune system. For many people, pollen exposure just keeps activating the allergic pathway, producing symptoms without creating lasting tolerance. Also, pollen seasons can vary by weather and climate, so exposure may increase rather than stay stable from year to year.
What this means in practice
That's why the usual approach is symptom control and exposure reduction, not hoping that "pushing through it" will cure the allergy. Common strategies include closing windows during high pollen times, showering after being outdoors, saline rinses, antihistamines, nasal steroids, and immunotherapy when needed.
A simple analogy is that allergy shots are like a training program, while seasonal pollen is like random surprise drills that keep startling the system instead of teaching it to relax.