How does desensitization therapy and allergy shots work for people with allergies?

I have allergies all year round! Now allergy shots…the goal is to give gradual exposure so that the body can "get use to it" and become desensitized. It's supposed to make the body react less to the allergens. But why haven't the body "gotten use" to the allergens after years of exposure and symptoms already? Claritin and Zyrtec isn't working…even with a combo usage of Sudafed. Help!?