Typically those are different types of steroids though. Anti allergy steroids are called the "body's universal solvent" because of all the side effects including muscle weakness and fat gain. Anabolic steroids work on a different pathway.

Of note some of modern human allergies come from infant avoidance. Kids who eat peanuts younger are less likely to get peanut allergies for example. If you want to decrease allergies, let your infants get dirty, play with dogs, and liberalize their diet.