You haven't necessarily developed an allergy just because you get a runny nose, sneeze/cough when airborne particles are being kicked up and blown around. Their presence alone can be respiratory tract irritants. Think about smoke from a campfire, brushfire, BBQ, a desert dust storm. They make people cough, sneeze, nose runs, bleary eyes, etc. They aren't allergic to the smoke or dust in general.
Sometimes minor dry coughs are unconscious habits. Like throat clearing...some people just clear their throat over and over without really needing to. Sometimes its just behavioral. My Dad was notorious for throat clearing. Every time he was about to deliver some lecture, tirade, or criticism he invariably cleared his throat a couple of times before "sharing" whatever was on his mind. We all grew up knowing what that "rumble" meant and started looking for an exit!
I had a coworker who didn't tolerate the most minor cough in her presence. Just do so a couple of times and sure enough, she's bringing it to your attention or handing you a Ricola. Her desk drawer must have been full of them.