Davies took his first steps in international football at a difficult time for Wales, who struggled during the early stages of Coleman’s tenure following the death of his predecessor Gary Speed.
With the likes of Gareth Bale, Aaron Ramsey and Allen a few years further along in their development, however, Wales had the makings of a promising new generation.
“We never lost faith that things were getting better and we were progressing,” Allen says.
“We had a rough patch and we had some terrible results but you looked around the squad and I think everyone believed that these lads, with the right experience and with enough time, would go on and do great things for Wales.”
They achieved that greatness at Euro 2016, not only qualifying for Wales’ first major tournament for 58 years but then reaching a first semi-final in the country’s history.
When minds drift back to that golden summer in France, the dominant memories tend to be Hal Robson-Kanu’s goal against Belgium, Bale’s many wondrous moments, or the national anthem in the glorious Bordeaux sunshine before opening game against Slovakia.
It might have all unravelled after just three minutes of that first match, though, had Davies not intervened.
Slovakia’s Marek Hamsik had weaved his way through the Welsh defence and shot past goalkeeper Danny Ward, only for Davies to appear from nowhere with a sliding clearance to deny a certain goal.
“That was such a key moment,” says Allen, who would go on to be named in Uefa’s team of the tournament.
“It maybe gets overlooked by some but a lot of people realise how vital that moment was, and just how well he played in that tournament.
“The whole squad performed out of our skins, but he was a stand-out for us. He was still only 23 at the time and playing like a real senior head. A top player who had a top tournament and really stood out.”
When Wales lost to eventual champions Portugal in the semi-finals, much was made of the absence of the suspended Ramsey – but the fact they were missing Davies for the same reason was arguably as significant.
Naturally, there was disappointment that Wales’ epic run had come to an end but the overriding emotion after the final whistle was one of pride.
Wales’ players and staff reflected on their achievement with friends and family in Lyon that night, before travelling back to their training base in Dinard, Brittany, the following morning.
There, they had a rare thing in a footballer’s diary: 24 free hours to cut loose. Allen grins at the memory, hazy as it might be.
“Ben’s got a sensible head on him but, like anyone, he enjoys a good time,” he says.
“And yes, certainly on Wales camps, we’ve had plenty of them. After the Euros we was on top form, we enjoyed that and he was right amongst things.”