Nice little article! And it confirms my anecdotal evidence, so it feels good. ;) I had a wild childhood: it happened to me to eat hamster food from his cage, eating dirt, eating sand, raw tomatoes directly from the plant, drinking waters from random streams; drinking raw milk without boiling it few minutes after milking it by hand, eating raw eggs, and when I wasn't in school, like during the summer, I had one shower…
Lets not also forget how allergies are more common in the developed world and particularly in children living in the cities who don't generally get a lot of outside play time.
The evidence for this is not clear. Actual research is needed, and such research is complex, expensive, and unfortunately potentially political. This article describes a very nice A/B experiment for this one autoimmune condition but makes no general claims.
But outside these few cases we don't know. One factor is reporting. Do poor kids in India suffer fewer allergies or are they simply dwarfed by the other problems -- or just not reported? How do various cultures report and recognize allergies? Did feudal serfs suffer hay fever from close contact with all those grass proteins and pollens or did they develop immunity? Who knows?
It does seem to appear that certain allergies (e.g. tree nut) are on the rise in the US, but the rate is not restricted to urban populations. But if kids have any symptoms they are isolated from nuts just in case, so surely the rate is overstated in the legitimate interest of keeping kids safe (though unnecessary restriction has its own problems). And other "allergies" can be fashionable (e.g. gluten response) which both helps and hurts those with legitimate problems.