i had the same thing... it maybe a reaction to the lotion, or cream or oil that you are using... i lube up with either hydralock lotion by garnier ( which also have shea butter) and vitamin e oil, or baby oil... when my usual baby oil had ran out, i bought this generic baby oil from asda(a grocery here) and it was okay but a few minutes after pumping, i felt my boobies really itching... as in i had to remove the domes to scratch..just like y ou described, so i didn't use it again, it was a good thing that it was only .50 pence
i guess hypoallergenic oils don't come cheap ...
thus i went back to hydralock and vitamin e oil... hope my answer helps....