Not sure if you are sarcastic or not but the place I live has at times air quality classified as "Hazardous" and then hospitals are full of people having problems to breathe.
If you are concerned about the zero pm 2.5 environment, studies show negative health impacts from pm2.5 even on very low concentrations and the WHO just last year lowered their guideline levels to only 5 ug/m3 pm2.5.
I recall that allergies to some degree are caused by too little or too much immune system stimuli early in life. Remember that allergies are a malfunctioning of the immune system, treating non-hazardous things as hazardous and causing unnecessary inflamations.
It's obviously better to breathe clean air than dirty air, but there is a point to be had that being in a "too clean" or "too dirty" environment when your immune system is still calibrating itself could have long-term negative consequences.
It's not one spectrum from "too clean" to "too dirty". It's at the very least two. For example, let's say pollen and coal. What you're talking about, having allergy issues from too little exposure, applies to pollen. Let's call those "adaptive particles" (term I just made up).
What you're talking about does not apply to coal. The ideal amount of coal particles in your lungs is zero. There is no age where it helps to get exposed, no allergy to avoid getting. Let's call these "non-adaptive particles".
If you live in a city, it's very likely that the negative impact from these non-adaptive is way worse than the negative impact of missing out on the adaptive particles. Breathing the air, you're increasing your risk of asthma a lot to decrease your chance of allergies a bit.
If you are concerned about the zero pm 2.5 environment, studies show negative health impacts from pm2.5 even on very low concentrations and the WHO just last year lowered their guideline levels to only 5 ug/m3 pm2.5.