The Bug:

On Bedrock edition, an Allay that you own and is currently following you (not attracted to a Noteblock), will teleport with you through dimensions. This handy feature that makes Allays easier to manage is not present on Java edition, despite being added during the Wild Update, making it a parity issue.

Below is an example of an Allay teleporting through dimensions with its owner in Bedrock:
BedrockAllayPortal.mp4
This is what happens if you try to do the same on Java; the Allay will not teleport:
JavaAllayPortal.mp4

How to Reproduce:

1. Summon an allay and trap it in a container to ensure it cannot fly through the Nether Portal on its own, once in Bedrock then in Java
2. Go through a portal, and look for the Allay. On Bedrock, it would have teleported out of the cage into the Nether with you, as long as it wasn't focused on Noteblocks.
3. Observe that on Java, the Allay is nowhere to be seen.
4. Teleport back through the portal. On Bedrock the Allay is now in the overworld again, free flying. On Java it will still be in the cage, as it never left.