As a mother of four kids, all grown, they all had allergies when they were young kids. Kids everywhere will have allergies to different things. Just look at formula and milk products. Look at peanuts. Look at all of the different foods. One of my kids was allergic to milk, wheat, eggs, peas, just to name a few. Hard when you have four kids all with different allergies. One was allergic to pine trees. It is extremely dangerous because they can begin to wheeze and are not able to breathe without a fast injection to counteract it. One was, and still is, allergic to chicken and turkey. He was working as a teen at a college in town. I received a call from the doctor to get there fast one day. I didn't even recognize him. He looked like a very old man. All covered in hives and wrinkles. To this day, he still can't eat these products. If you are a parent of a kid with allergies, you will know what I mean.
We, although we would love to, cannot "protect" every child from every thing they will meet in their little lives. This is where the parent comes in. Lead is something different. But so much worrying about yarn. Some kids will be allergic to wool, some to soy. Being able to have one yarn that everyone can be happy with sounds absurd to me. What we can do is to be sure that our descriptions exlain what our products are made of. Think more of keeping the little ones warm and comfortable. Make it clear to the parent what they are buying.