It does actually seem that some honey does help some people with allergies. In those cases, the results seem quite definite.
As for explanations, though, allergies are quite complex and there are also sensitivities, which are triggered and act differently from allergies, so understanding what is going on may not be easy.
Of course, we all know about the placebo effect, but the honey 'cure' seems to work often enough to eliminate this as a sole explantion.
As for allergies to honeys, not only can honey come from plants to which individuals may already be allergic, but it is possible that some things which are placed in hives may cause allergies in some people, as can fungi which can be found in hives either as part of the normal activity or due to presence of dead bees and brood after winter.
Some people may be sensitive to essential oils, yeasts, drugs and other treatments which can get into honey.
People with legume senstivities may think it is the honey, when someone before them dipped a knife used for peanut butter into the jar.
In the past, sulfathiazole was used in beekeeping and often present in parts per million. Quite a few people are sensitive to sulfa drugs.