When people report their own allergy symptoms, they tend to exaggerate the severity
This is probably tempting to a lot of us, because it feels like we could say, "The reason no symptom reduction was reported is that people always exaggerate how bad their allergies are. The group that slept on the less-allergen mattress, in reality had fewer symptoms, but since allergy sufferers tend to exaggerate the severity of symptoms, they made themselves sound just as bad as the people who slept on the regular mattress." Here's the problem -- since everyone is exaggerating, that just means that everyone's reported severity of symptoms would be higher than it should be. However that doesn't mean that everyone's reported severity would be the same. Let's pretend that allergy symptoms can be ranked in severity on a 1 to 10 scale. And let's say people tend to always exaggerate the real severity of their symptoms by adding +2. So people whose symptoms really have a level 5 severity will report having level 7 symptoms. If the less-allergen mattress in the study actually helped, then the people on those mattresses would have, in reality, gone from level 5 to level 2 symptoms, though they would exaggerate and report level 4 severity. Meanwhile the people on the regular control mattresses would still be experiencing 5 and reporting 7. If the mite-proof mattress works to reduce symptoms, then that group would be reporting more symptom reduction than would the control group. Even though everyone is exaggerating, the people who are helped by the mattress would be exaggerating from a milder position (level 2 severity), so their reported severity would be lower than when they were exaggerating from their average position (level 5 severity). In short, the fact that everyone in the study (in both groups) is exaggerating doesn't explain why the two groups are reporting the same severity of symptoms (unless we make an unwarranted assumption that "exaggerating" is the same as "saying that my symptoms are at maximum severity").