Allergies are a tricky thing. You can also develop allergies to anything at any point. Case in point, we had cats when I was a baby, and growing up. I left for college, came home after being gone for 6 months, and discovered I'm actually allergic to cats. I even have two of my own, and can't touch my face after petting them. It's not a severe allergy, but it's definitely worse the longer I go without exposure. Never had that problem growing up, only after I was out of the environment for an extended period of time. So even though you have a dog around your baby, it doesn't cure them from developing a dog allergy later in life, sadly.
You can also "outgrow" allergies... and I've read the same about if you have allergies, your kids are predisposed to getting some sort of allergy, but not guaranteed to have the same one (or any). So interesting!