Hi,
Cough is a sudden, noisy and violent expulsion of air from the chest, caused by irritation in the air passages, or by the reflex action of a nervous or gastric disorder. Chronic and/or dry cough can be side effects of chemotherapy and other cancer treatments.
Allergies and infection are common causes of cough.In response to the allergy-causing agent, people get drainage (usually clear drainage) or a "runny nose." Red, itchy eyes may accompany this cough too.
Cough is usually accompanied by feeling tired, achy, running a fever, and/or having a runny/stuffy nose with clear or yellow/green mucous.
Anti-histamines may be taken to stop it.
ref:http://www.chemocare.com/managing/cough_and_chemotherapy.asp
My mom has colon cancer and has been going through this with several different kinds of chemo. It probably does have something to do with the cells and the lining of the nose but I couldn't tell you how.