Too long for a comment: Because we don't know how to do this.
The immune system is an extremely complex and highly regulated function of the human body and it is not easy to shut down single pieces of it without affecting the whole rest. We can completely block immune responses (more or less), which is beneficial for people who got a transplant. These people couldn't survive without this intervention, since their immune system would otherwise turn against their transplant.
The downside for them is, that they are more likely to get severe infections. A friend of mine, which got a kidney transplanted has to be very careful to not get pneumonia, since his immune system can barely fight this.
The other problem with fighting of these immune responses is that they are widely distributed. Lets take allergies as an example: Here you make antibodies which are highly specific for the antigen. This means that you make relative short living plasma cells which actively make large amounts of this antibody and long living memory cells which keep this memory alive. The later are then homing into the bone marrow and wait for another exposure to make them proliferating into more plasma cells and a few memory cells again. This process works for every antigen for which we acquire immunity, including vaccinations.
How should we selectively delete one subgroup of memory cells from the bone marrow without affecting all others? How do we find all versions (one protein, which causes an immune reaction has a lot more than one antigenic peptides) of it? And what else do we mess up, when we try to do so?