Apparently if a large swarm decides to hibernate in your home to escape the winter, there's some risk of allergies.
Once inside a building, some ladybugs seem to become trapped in the
indoor human habitat, thereby increasing close contact with humans. Flying through
rooms and crawling over walls, ceilings, and floors, they leave a faint yellowish dust,
which in part is a product of their “reflex bleeding” from tibiofemoral joints. Reflex
bleeding brings hemolymph (arthropod blood equivalent) and its allergens to the beetle
surface where it can be dispersed by rapidly beating wings in flight, or sloughed during
ambulation over surfaces. This externalization of hemolymph seems to serve more than
one purpose: in low quantities for chemical communication among like-kind beetles, and
in high quantity for defense when the beetle is alarmed.