Yes it does to some people especially if it's white wine. There's a chemical in it that does it and a lot of people are allergic to it I know one of my family is for sure.
Well at least for my family member it's only the white wine that does it...if you have a tendency to hay fever and the like I think it's more likely it will affect you.
There are so many legal additives in wine, you are drinking a cocktail of chemicals and not just grapes. In South Africa alone there are about 40+ additives that can be added to wine. In Australia the figure is 70+. Silica dioxide is one of the things that can cause allergies but it could be any number of additives. Some Australian red wines block my nose up when I`m drinking them and I get sinus problems the next morning. As NoMercy says, the way to go is organic.