Depends a lot on the type of Allen. They have their uses. But for a given size bolt, an allen head (properly, an internally-wrenched bolt) will withstand less torque that a hex head. The problem is worse for small button-heads, and even worse for flat heads.
Yes, allens have uses. They're easy to recess, for example. But they're not categorically better than other types.
Cheers!
George