Hi,
Eye-drops contain certain chemicals inside apart from medications, which may cause allergies. Glaucoma drugs are used usually for long time. They cause dry eye and allergies after long periods of usage. Cosopt, is a powerful glaucoma drug with very satisfactory results, and unfortunately also cause allergies.
If your intraocular pressure is well-controlled with Cosopt and itching-burning is not big problem, then don't change it. But if it is affecting you, then consult your ophthalmologist for a different pescription. All the medications have side-effects, ask about them to your doctor.
Remember to have visual field examinations, pachymetrie (corneal thickness measurment) and OCT (optical cohorence tomography) done regularly.