@Follows common sense.
Indeed, that is the problem: common sense is nonsense. Just because it says what you want it to say doesn't mean it's anywhere near right.
At face value, it's not any deeper than misquoted Nietzsche "if it doesn't kill me it makes me stronger", that complete crap. (Yeah, I'll wrestle you after letting you bleed nearly to death, we'll see if that makes you stronger).
I remember the same result being published a few years ago, and everybody happy about this "confirmation of the hygiene hypothesis", that piece of 90s thinking ("nanny state, let 'em run" etc). To then find out they forgot to take the heritable component of allergies into account (as Paul points out, parents without allergies have a better-than-average chance both of owning a dog and of having nonallergic children) --- after doing that it was a negative effect of having the allergens present.
@Paul: they may have learned and taken heredity into account, we don't know without reading the article; this is just blurb and no information.
In the childhood leukemia case, for example, the "hygiene" hypothesis seems to still stand, but why my body would have evolved to resist pig's diseases (flu, that has actually first jumped through birds) none of them can explain to me. Same with exposure to mammal body products in high concentrations (in near airtight houses --- another very very recent thing, too recent to adapt to; note that people allergic to dogs have no problem being in a park with them, it's a concentration thing).