There’s a general reaction of swelling up and expanding all the blood vessels locally when there’s a lot of germs in a particular part of your body, because that lets immune cells reach the area easier to fight the germs more efficiently. There’s no exception to that reaction in your lungs, because if there were a lot of germs in your lungs before modern medicine you were probably screwed anyway, so there was no benefit to evolving an exception.
Allergies are caused by your immune system misidentifying a harmless protein from something around you, like food or dust, as germs trying to kill you. The classic allergy test where they prick the skin of your back and you get welts in some of the spots works because the thing they prick you with has a foreign protein in it. When it gets that protein under the skin, your body misidentifies it as an infection and that spot swells up to help immune cells reach the infection.
So similarly anaphylactic shock happens when something you’re allergic to is present in your airway and lungs (it can get there through the air or through your bloodstream). Your body thinks you have a serious infection in your respiratory system, and reacts to that like a serious infection anywhere else — by swelling up to let the immune cells in. Your airway swelling up kills you without treatment, but lung infections as serious as the one your body mistakenly thinks you have would kill you without treatment anyway.
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