It could just be way too dusty,which is very common even with paper type substrate unfortunately!If you're talking about the cheap off-brand(same manufacturer)Walmart and other grocery store version of Carefresh,then that is dusty just like Carefresh.
I have extremely annoying allergies myself and use Kaytee Clean and Cozy with no problems,however I do know at least personally that dust triggers my allergies but Kaytee has never had much dust for me.This is also good for hamsters too,since their delicate respiratory systems don't do well with dust anyways
Just make sure to use the plain unscented Clean and Cozy!