“Is it OK to leave allergies untreated?”

Yes, if you don't want to treat your allergies that is up to you. It is a good idea to be tested if you suspect allergies as you could have an allergy that is considered an anaphylactic allergy which would need an epi pen to be carried, just in case. Allergies can't be cured with treatment but you can become more tolerant to them with treatment. Again, totally up to you.