@burcinc-- I think it's because medications like antihistamines are metabolized by the liver and tire out the liver. So if the itching is caused by a liver caused problem, in the long-term, these medications will make the itching worse. It will be doing more harm than good.
I think natural remedies are much better. I second the baking soda baths. Oatmeal baths are also great.
If the jaundice is not liver related and the doctor says it's okay, antihistamines are not a problem though.