My kid was lamenting why they had to keep blowing their nose. Couldn't they be empty? Colds right?
So why is it that you can't empty your sinus?
Some of the immediate fullness you feel is not mucus instantly generating, but your sinuses swelling back up and blocking the nasal passages.
That's why you can repeatedly blow your nose, have just a little bit come out, but still feel like you need to blow again.
The mucus comes directly from the surface of your nose, called a mucous membrane because it produces mucus to protect itself and as lubrication. This mucus is a combination of long, stringy proteins and water, which allows it to stick to most surfaces.
See, your sinuses are inflamed when you're sick. When you blow your nose, you kind of flex them as well so they get a bit narrower to let stuff out. Then when you're done blowing/flexing those muscles, they swell back up.
We produce a ton of it while we have upper respiratory tract infections like the common cold because our immune systems are trying to isolate the virus causing the infection and prevent more from getting in. This measure isn't actually that effective, as it only slows down viruses and bacteria can swim right through it, but we do it anyway.
Allergies do the same thing because they are an attempt by the immune system to attack something that isn't actually a disease, like pollen. We are less clear on why allergies happen, but some hypothesize that they occur due to infants and children living in environments that are far too clean.
Their immune systems don't have anything to fight, so they start fighting random things instead.