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Hello and thank you for your question.
Sjogren's syndrome as well as many other autoimmune disease (like Rheumatoid Arthritis) can be very difficult and frustrating to treat.
You are correct in that for Sjogren's syndrome the medications treat mainly the symptoms of the disease. However, the medications also help prevent secondary complications of the disease. For example, one of the most common symptoms of Sjogren's disease is dry eye and dry mouth. For some people this is just an irritation, but if left untreated severe dry eye can lead to corneal infections and scarring. Dry mouth can lead to dental carries also. As far as arthritis, some autoimmune diseases can be associated with an erosive type of arthritis. Without treatment of the underlying disease erosive arthritis can be very destructive to the joints.
So to answer your question, in most cases the benefits of treatment out-weigh the risks.
You also asked about the type of specialist you should see. I would recommend that you see a Rheumatologist, as they usually diagnose and treat Sjogren's syndrome and other autoimmune problems. There are also other medication options as well. I don't know what medications you have tried, but a Rheumatologist can certainly help guide you in that manner.