My doctor says that tests can cause allergies and is therefore hesitant to give any kind of "test for everything" prick test (the ones with exposure by small cuts in your arm or back). In layman's terms as far as I've understood it, any allergic reaction, but also stress, infection, or environmental factors will get your immune system into a "alerted, defensive" state where it will learn currently present substances as things it will have to fight in the future. This can also include substances on your allergy test that are negative atm, but will be positive in the future because one currently true positive on the test aggravated your immune system.

So prick tests are a risk and you should never just blindly test, rather do the minimum necessary test for what you suspect will be positive, and only if an allergy is suspected anyways and serious enough to warrant the risk of testing.