I do non-food allergy immunotherapy once a month, and have been doing it for the past 3.5 years. I really don't mind going in that often, and the benefits are well worth it to me. I only have to go another 1.5 years before it's common to see diminishing returns for continuing longer, but if I had to do it for the rest of my life, that'd probably be ok.
I am doing the same and if it was for the rest of my life I wouldn't have started. The burden is just too high to justify it for my level of allergies. I'm kind of regretting it even though it did cure my allergies, I kept getting injection site reactions and having to go through up dosing repeatedly. It's a sunk cost now though.