My horse has allergies?

My 13 year old quarter horse has allergies. His hair is peeling off his face and he has rubbed his tail. He is wormed regularly and just had his blood tested and the vet is thinking allergies. The vet gave him a steroidal injection due to his immediate symptoms. The blood test came back neg for parasites. It has been almost a month a it's not really getting any better. Should I do another injection? We live in Arizona and this only seems to happen in the late spring/summer. Should we just wait it out or do you think he's really uncomfortable.