I can't really blame Allen for his decision.
There's really only four logical teams, imo, that he can go to: Lakers, Thunders, Bulls, or Heat. Lakers is a little unpredictable at this time, what with the inclusion of Steve Nash and his lack of defensive skills. Thunders is too much of a young team for him to need him and all they really need to do is fine tune Westbrook and Ibaka. Personally, I would've love for him to have taken a sixth-man role with the Bulls but in all reality it seems Heat needed more experienced player, as well as role players which Allen and Lewis should be able to provide.