Sorry, but in MY experience, coated strings DO NOT make people sick (or else Elixer and many others would be out of business). Can there be allegies to the coating? I'm sure there can. But there are allegies out there to virtually EVERYTHING--injections, medicines (how many disclaimers do we have to freakin' READ???), the air, the air in your house, water, toilet paper, condoms, foods (Gawd--how many of those??? Peanut butter, wheat, lactose--aaagh!).
Frankly, I'd pay it no mind unless YOU have gone into anaphalatic shock with them.