Yeah, there's a HUGE difference between seasoning with an oil and cooking with it.
Long story short from what I've read when you season you WANT to go past the smoke point. When you are cooking you never want the oil to smoke.
Allergies are one thing and I wouldn't mess with it in that case however I would not be overly concerned if you are using an oil to season but do not want to cook with it. The seasoning process itself changes the chemical properties of the oil.
Proud owner of:
22.5 OTS, 22.5 WSM, SJG (and soon to have the tamale pot mini-WSM conversion built)
Stealth gray Thermopen