There is the Hygiene Hypothesis, which is the reverse: Decreased exposure to some pathogens, especially when young, can make the immune system overly sensitive and thereby increase the risk of atopic and autoimmune disorders.
On the (maybe?) reverse: I grew up on a farm and later moved to a big city to study computer science. It was only then that my allergy kicked in. I wonder if that would ever have happened if I had gone the farming route in life :P
In any case, life in the big cities seem to mess with our immune systems.