Check if there is spilled pollen on the blossoms, maybe your new plants have thrips that are spreading the pollen....
Also, if you have allergies to mildew, store bought pants often have some on their soil and leaves.

I am allergic to most pollen, but AVs are no problem.

Karin

It could be chemical treatment. Where did you get the violets?

The plants came from Lyndon Lyon . They are beautiful. I don't see any spilled pollen.

LLG plants should be free of chemicals, so that is not the problem. It might be the potting mix when wet, as Karin suggested, do you have a winter rainy season or fallen leaves in the yard, anything else that could cause allergies ? AVs clear the air adding freshness, so they are often ok for people with allergies. Maybe just keep your collection small and in a room with lots of circulation until you are certain they are the problem , not winter dampness or mold. When repotting them , if you reach that point, always wear gloves. After touching the soil, scrub your fingernails.
If there is still an issue or if you have asthma , you might need to give them away. Suggest you give them a chance but don't risk your health. Keeping the area clean and dust free and the plants brushed lightly to eliminate debris also helps reduce chances for irritants to get in the air. Joanne

After grooming my plants inside in extended sessions, I have concluded the damp potting medium is what makes me sneeze. I took an allergy pill, that resolved it. When I raised violets in the past, I also had cats, so I was sneezing all the time, anyway. (I have been sneezing all my life at something or other, so the air-freshening quality of the plants when I am not messing with them offsets the temporary discomfort.) My allergies are moderate easily medicated away. Joanne