It’s true that prolonged use of steroids will depress your immune system, but---in kids who are very young and havent’ been on steroids for that long--- it seems unlikely to me that chronic steroid use could be the culprit.  My son also has a lot of allergies, not to food, but to just about everything else....mites, grass, trees, cats, dogs.  In his case, the allergies were around long before he was diagnosed with CAH and started taking corticosteroids, so--for him--depression of the immune system was certainly not the cause.  Nevertheless, I have wondered why so many people with CAH seem to share these same complaints.

Here is another thought about why this may be:

The gene for CAH (21-hydroxylase deficiency) lies very close to the gene for Human Leukocyte Antigens (HLA).  HLA are proteins which are found on the surface of our white blood cells.  They are important in regulating our immune system. Much like you can be typed for different types of red blood cells (A, B, O), so you can be typed for different types of white blood cells (HLA.)

Certain CAH mutations are linked with certain types of HLA.  That is, when you have a certain type of CAH, you often also end up with a certain type of HLA.  You inherit both things together, because the genes are in close physical proximity.  

Given that (and this is my interpretation, so pls. don’t quote me), if you are of the same HLA type as someone else, it might be expected that you share similar immune reactions, therefore similar allergies.  So, perhaps the reason why certain types of allergies seem to be prevalent in some people with CAH is because these people have similar CAH mutations, and therefore are of the same HLA type.  In other words, it is not a coincidence, but the connection to CAH is an indirect, rather than a direct, one. (Again, this last paragraph is theretical only.....I DO NOT have independent corroboration of this, but it certainly sounds plausible......at least to me!)