I personally doubt we need zoonotic diseases to calibrate a healthy immune response. I also believe the close association of people and animals was more salient to European populations than elsewhere, and furthermore we didn’t evolve in an environment where you could expose or be exposed to thousands of people on a regular basis. So I’m not sure I’m convinced by an anthropological argument here.

And IIRC, the hygiene hypothesis mostly has to do with autoimmune diseases and our immune systems not learning how to differentiate between serious threats and harmless exposure.