You are not the lone person to come up with this idea as there has been much written on it, as is the case with this post here and this link here, and this one, and again here in this study.    However, this study shows budosenide (an oral corticosteroid siilar to that of which is in Advair) does not cause pneumonia.  So, I would imagine more research will be needed to come to a conclusion either way.  The ideal thing for you to do is continue talking with your physician to make sure that the benefits to using this medicine outweigh the risks.  In most studies, Advair (and Symbicort too) have been proven to be very effective for managing inflammation for asthma and COPD patients. 

That aside, there are certain things you can do to try to prevent getting pneuonia that I describe in this post here:  "Pneumonia:  here's what you can do to prevent it."