We represent a data network as a set of links shared by a dynamic number of competing flows. These flows are generated within sessions and correspond to the transfer of a random volume of data on a pre-defined network route. The evolution of the stochastic process describing the number of flows on all routes, which determines the performance of the data transfers, depends on how link capacity is allocated between competing flows. We use some key properties of Whittle queueing networks to characterize the class of allocations which are insensitive in the sense that the stationary distribution of this stochastic process does not depend on any traffic characteristics (session structure, data volume distribution) except the traffic intensity on each route. We show in particular that this insensitivity property does not hold in general for well-known allocations such as max-min fairness or proportional fairness. These results are ilustrated by several examples on a number of network topologies.