We've all had those symptoms from our different bites and scrapes. All that blood brings warmth to the site. Some inflammation is good, and a natural response. But sometimes the body can get out of hand with its reactions. In the case of hot spots, the inflammation causes the dog to lick and scratch, which causes more inflammation.
Allergies are another situation where the immune system goofs up.
The immune system senses an invader when it shouldn't and starts the inflammatory process going. In actuality, there's no reason why the body should react to pollen or ingredients in the dog's food. Eicosanoids are, in part, responsible for the allergic reaction. But some are also anti-aggregatory. That means they'd prefer that the platelets in the blood not stick together.