Sometimes Allays won't collect every item near them, even if the items are right next to it. They will deliver what they do grab to the player, and leave the remainders untouched until their cooldown is over.
It seems they have the most trouble with this when the items are on varying Y levels they aren't on.
When you stand this close to an Allay, it will prioritize returning items to you over collecting everything on the ground. We may adjust this in the future, but for now this is WAI.