It was egg blues who said allergens were proteins, actually. At least two posters pointed out that -at least as the language is commonly used - that's not true.
and it is possible to inhale proteins to which one is allergic, if the source is treated in the right (wrong?) way. The fine powder created by repeat abrasion of crushed or milled grains against one another is a classic case, and at the correct fuel/air ratio, those suspended dust clouds are positively explosive. and obviously not all protein. but not no protein, either.
The language used is incorrect--a bit like calling a spider a "bug." Bugs are, technically/officially, any member of the hemiptera order of insects...but some people would even call a gecko a bug!
Allergens, which are or contain proteins, are easily inhaled, to include pollen, the excreta of dust mites, etc.
Toxins, which are typically chemicals or elements, can also cause a reaction in people, but this is not classed as an allergic response, even if it involves the immune system.
For example, it is improper to speak of being "allergic" to chicken pox, even though the immune system properly responded to the viral proteins of the virus. Whereas the body will develop immunity to the chicken pox virus, and will no longer succumb to it nor become symptomatic in its presence, an allergy will produce symptoms when exposed to something in the environment to which "immunity" does not apply; e.g. food items. Essentially, an allergy is always a "false positive" reaction of the immune system whereby that system misidentifies the enemy--in some of the worst cases the enemy is considered to be oneself, i.e. autoimmune disorder.
Beyond allergies, there are other bodily reactions that can be attributed to "sensitivities." Some people, for example, have sensitivities to sunlight, to smog, to EMF, etc. These are not allergies, but they might be classed as environmental disorders.
And then there are drug reactions. Drinking coffee and getting a headache from the caffeine is a drug reaction, not an allergy, unless one can be certain that the headache was an immune response to the protein of the coffee bean and not merely a drug-induced reaction to the caffeine.