To reproduce (Nether);

1.) Give an allay any item you want them to hold.

2.) Trap them in a box, with any blocks that you want to use.

3.) Nearby that box, make a nether portal and go into it. --> allays follow you to the nether even if they are trapped

Expected: Allays cannot follow a player when they are trapped in any box/farm even in the nether.

Not Expected: Allays can follow you on the nether if you go to the nether or logging in.