Insects, such as cockroaches, have proteins in their body parts, saliva, and waste that can set off allergy symptoms and asthma, even after they are dead. Symptoms may be worse during or after cleaning because vacuuming, sweeping, and dusting can kick up the reaction-causing protein into the air, making it easier to inhale. Insect allergy symptoms are similar to hay fever or pollen allergy symptoms but continue beyond the spring or fall seasons.