A few things.
Pollen can be divided into two categories; those carried by air currents and those Dependant upon animals, usually insects, to carry them. They have completely different designs because of their different needs. The wind born pollens are very light so that the wind can pick them up. Animal born pollens are usually relatively heavy since they are designed to stick to animals and thus have some kind of sticky component to them. Allergies are usually caused by the wind born variety of pollen. Honeybees collect the heavier animal born pollens. Thus, I'm not sure how bee pollen could improve your allergies.
Next, honeybees in North America are suffering under a plague of mites. These mites are lethal if not treated with miticides. These miticides need to be applied to the brood chamber where most of the pollen is stored. Personally, I would only trust pollen, and even honey for that matter, that comes from a known source who I am sure is meticulous in their application of miticides. It's just too easy to get some contamination into the food product.