The only time I've ever heard where GMO was directly linked to allergy was the Starlink corn incident several years ago, but that was eventually disproven. I can see where modifying plants to make them hardier, drought tolerant, insect resistant, etc. could also affect how allergenic they might be.
http://ccr.ucdavis.edu/biot/new/StarLinkCorn_new.html
Conventional agricultural practices, however, can ALSO result in changes in allergenicity and allergenic gene products. The difference is that there is almost
zero oversight of the conventional breeding/hybridization developments, and LOADS of it for the ones derived from molecular biology tools. Which is particularly surreal to me since molecular biology tools are
surgically precise relative to how crude hybridization efforts are.
So you're MORE likely (IMO) to get unexpected allergenic results from the one than the other, all right-- but it's
not what most people think, I'll wager.
Anyone that has ever done extensive plant or animal breeding in an attempt to develop a new strain, enhance a behavioral quality, or add in a color/feature; or been around such a program, understands that part of things intuitively, I'm sure.
Those color genes, for example, are often hard-linked with other traits (some of them inintended/undesirable)-- it takes MANY generations and some luck to "break" the linkage.