I have known about this effect all my life. We now live in the city but go out of our way to have our kids spend tons of time in the country in the summer.
4 kids - not an allergy among them.
And it's not JUST allergies, I hardly ever got sick as a kid period, and my kids are the same way.
In fact at one point my children's pediatrician thought we had moved or something since it had been so long since we had been in :) I said nope... they just never get sick much beyond a runny nose.