Just been reading a bit about this and it turns out there seem to be quite a lot of links between allergies, asthma, and hormones.
'Among women with asthma, up to 30–40% in some series have reported worsening of asthma symptoms at specific times of the menstrual cycle. The perimenstrual phase, shortly before and during the first few days of the menstrual period, has been identified as a time during which symptoms may commonly worsen. This may be attributable to a variety of factors including fluctuations in lung mechanics over the menstrual cycle and increasing inflammation during the perimenstrual period.'
'Women taking hormone replacement therapy had significantly greater rates of physician-diagnosed asthma compared with matched controls'
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3537328/
And another article:
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3658477/
'This gender dimorphism in the immune function of females could be due to sex hormones. In addition to their effects on sexual differentiation and reproduction, sex hormones influence the immune system. This theory is supported by observations that the female immune response changes throughout the menstrual cycle.'