Note: I have no idea if this issue is duplicated by another issue or not. I tried to search " custom name" but I didn't found any confirmed issue that was as same as this issue. Not sure if I missed the issue or the issue is private. This also could be a feature request.

Note that some one have reported that the allay "spawn" outside the pillager outpost, which tracked at MC-263378.

STR (Steps to Reproduce):
Step 1: Create world with structures.
Step 2: Run this command: "/locate structure minecraft:pillager_outpost", then tp to the pillager outpost. If you don't see an allay cage, run this command: "/tp @s ~1000 ~ ~" and repeat step 2 until you find an allay cage.
Step 3: Go inside the allay cage by the hole in the ceiling, then lead the allay and fly out the cage by that hole.

Expect: The allay (or the player to make more sense) isn't able to go through the hole
Reality: The allay (and the player) is able to go through the hole