That's not even close to being a valid analogy. There are degrees of 'tax avoidance' ranging from those intended by Parliament (e.g. ISA) to those clearly (and even explicitly) not. What Allardyce was doing was trying to circumvent the spirit of his own employer's rules through legal agreements that had no commercial substance other than to frustrate the rules.
A valid analogy would be a serving HMRC officer secretly advising people how to avoid tax through creation of complex hybrid debt instruments and treaty arbitration for no commercial purpose other than to avoid tax. Whilst it is legal, and many accountants would provide such advice, for a HMRC officer to provide such a service - to act against the interest of his employer - is gross misconduct.
If Allardyce was an independent adviser, there would be no issue. But he wasn't. He was employed by the FA - and he's been caught on camera telling people how to pull a fast one over on his employer. You think this is OK?