If you think about how your immune system should work, being an active and healthy person actually should boost response, if anything making you more likely to develope innappropriate responses to allergens. A sedentary life should be worse for your bodies ability to have a strong immune response.
If there is any culprit from industrialization its all the random crap in the air and living in cramped closed spaces most of our lives. Living and working indoors with poor air circulation. Food allergies are wierd though, your body normally sees things that it eats as kind of immune privileged, meaning it should rarely even be processed in a way that your body could ever become alergic to it, there are some notable exceptions though like the small and highly diffusable proteins from shellfish.
Allergies in babies is even wierder, babies have very weak immune systems, in fact its quite hard to make vaccines for them because their ability to develope immune memory is difficult and therefor require multiple boosts to get immunity. Babies and even toddlers should not be having any allergies, the most likely cause of which is because anymore baby food is so sterile and the environments that babies grow up in are so sterile that they are developing inappropriate immune responses to benign things because its not being challenged enough with legitimate pathogens.
If this is at all interesting you should take a look at this book I read a while ago, Parasite Rex. I goes over the evolutionary role parasites have played in the developlement of pretty much everything alive. Good read.