The Bug:
"allay_dust" particle exists within the game but is completely unused, no action you can do with Allays produces it, nor do they appear naturally
How to Reproduce:
1. Simply type /particle minecraft:allay_dust
2. A blue allay-colored sparkle will appear
3. Note how this never appears in normal gameplay
Note, this probably relates to MC-249814 and MC-249754 as they are similar unused Allay features.
Just for clarification purposes, this particle type was removed in 22w16a thus fixing the issue.