I'm not suggesting that anyone should do anything without the advice of a doctor. Yes, deliberately exposing yourself to things you are allergic to is dangerous and an allergist's guidance is very important for safety. I'm sorry immunotherapy didn't work for you but your anecdotal evidence doesn't invalidate all the published research.

Yes, allergies always develop after exposure. But not all exposure is created equal! Some types of exposure tend to cause allergies while other types tend to protect against allergies. Immunotherapy is the right type of exposure, under the guidance of an allergist.