Company A, 15th Mo. Cav. CSA was recruited primarily out of Ripley County, Mo., and was a successor unit to Reeves Missouri Scouts. Not likely your George Allen criss-crossed his way across the state from Davies County all the way to Ripley County to join up (or, more precisely, Greene County, Ark., where the 15th Mo. Cav. was based for its brief existance). It's not out of the realm of possibility though--certainly there is no telling what unit a determined Southern-supporting Missourian might have landed in after making his way through Union lines.
Also, with a name like George Allen it is possible that on recruitment rolls his name was transposed, so I'd recommend not limiting your search to one variation of his name (or to one spelling).