apparently they do have allergies but seem to be less likely to have a nut allergy
http://www.ncbi.nlm.nih.gov/pubmed/20624649some
I remember discussion about this at work. One theory is that in countries where a food has been a part of the diet for many hundreds of years, those who were seriously allergic died so the allergy tendency wasn't passed on. In countries where the food only became widely eaten once allergies were known about and there were alternative foods, allergy sufferers survived and had children.