Right now Ray Allen is a free agent who wants to sign with a playoff contender. This is not unusual. The number of veteran players, even veteran players with hall of fame resumes, who have hit free agency and expressed that they would be interested in signing with another team -- at the beginning of the season, in the middle of the season, or near the end of the season -- is massive, and it happens across all sports.
Until he actually signs with a team, he's no different from any other player who wasn't ready to hang up his shoes yet but didn't get asked back into the NBA. That's the story of every single player who doesn't formally (or informally) announce their retirement before the season starts.
If and when he signs with a team, he'll become an arguable anomaly. Not before.