I was recently persuaded to try a wool topper and duvet for my achy joints and they were so comfortable I changed all the duvets in my house. An unexpected side effect was that my son who has asthma has been far less wheezy at night time so success alround and certainly worth a try.
That's wonderful news. I think, though, that any time you change out old bedding for new you will have some allergy relief (unless of course one is allergic to whatever materials they used to construct the bedding ). Make sure you launder frequently to keep them as allergen-free as they are right now.