The idea that allergens are harmless is espoused by prominent and trusted sources, for example:
From Mayo Clinic website:
"Allergies happen when the immune system reacts to a foreign substance that gets inside the body. [...] Allergies occur when the body overreacts to a harmless substance."
From Wikipedia:
"Allergies, also known as allergic diseases, are various conditions caused by hypersensitivity of the immune system to typically harmless substances in the environment."
This view leaves out an important fact, which is that dust mite allergens damage your body in several ways.
The classic idea of allergies where your body gets exposed to an allergen, remembers it, and then produces a response later is called Type 1 hypersensitivity.
And it is true that people suffering from dust mite allergies suffer worse outcomes with allergic diseases. Here's one example study, but there are many:
But development of allergies for dust mites and for other allergens is only one of the many consequences of the molecular damage.
Many people treat allergies with medicines that reduce the body's immune response:
But these treatments are fundamentally not right because they don't treat the root cause which is damage at the molecular level from exposure to dust mite toxins.
A far better strategy is to remove dust mites from your environment, prevent the development of allergy, and prevent the many diseases they cause.