I used to get allergy shots too...started out at 2 every week, then down to 2 a month. When I started massage therapy for my fibromyalgia I found my sinuses improved too. Less than a year later I stopped the allergy shots. I am now pretty well symptom free and don't take ANY allergy meds any more! I will very very occasionally use a 'Breathe-Right' strip, but I have a box of them I've had for 3 years and I still have most of them left.
No, the shots did not affect weight loss/gain. I'm more inclined to think medication may affect it instead. Tell him to go ahead and start the desensitization treatments, but if you can afford massage therapy I'd add that to it. Get the therapist to especially massage the neck and back of head attachments. Also address scalp adhesion.