Believe it or not some people are allergic to magnesium supplements. I found quite a few warnings, including this one.
"A small percentage of patients may experience an allergic reaction. An allergy to magnesium supplements may include hives, itching, swelling of the face, tongue, lips, mouth, or throat, and respiratory distress. Any patient who experiences an allergy attack like this should consider it a life threatening emergency and receive immediate medical help."