Different pollen, which your immune system had never seen before.

This is correct - it is common for folks that never before had allergies to develop them when they move to different countries. This is regardless of where folks grew up. Even moving from one region of the states to another can cause this in some folks, especially if the move is large.

It can work in the other direction, as well - my Russian uncle brings my nephew to America for a few weeks each summer to avoid birch allergy season.

Anecdotally, I grew up in the land of hand sanitizers and abundant soap, playing in mud, weeding the garden, and catching bugs. I had allergy shots until my teens, and I often still feel like I have a permanent minor cold, which gets better or worse, depending on what's blooming. Moving from Michigan to north Florida seems to have made it worse.

Same as you, I grew up in MI. Moved to Phoenix and my allergies cleared up. About 5 years later, I had seasonal allergies again and they seemed to be worse than ever.

I grew up playing outside all hours of the day/night, every season in Michigan. Rarely hand washing before eating and that kind of stuff. I never had issues with allergies.

I've lived in Boston and Seattle, no issues. Now I live in Dallas (again) and allergy season is not good. Pretty much a guaranteed sinus infection twice a year.

Similar story here - Home is in eastern NC, terrible allergy area, tons of pine trees and moisture) - but mostly places I visit I feel better, and then feel substantially worse when I return home.