Last thing I've read: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4403024/ seems to leave it at the very least as an open question. It's not a matter of 'a study' passing or failing. It's not controversial to assert that many parasites are immunomodulating , and there are no shortage of cases where it at least appears on the surface that they may ease some autoimmune maladies. My personal anecdote is from a friend whose allergies were strongly suppressed after getting worms.
I don't really have skin in this game, though, and mostly posted to make the humorous juxtaposition of literally getting worms as a preferable and less harmful alternative to smoking for autoimmune relief.