Maybe it was because Big Sam used to get under Wenger's skin.
Sir Alex has spoken about how Big Sam was one of the first to go down the sports science route and how that was a good innovation. There's little fun things like Allardyce asking for Ferguson's autograph recently at Old Trafford and Ferguson swapping Allardyce's post match drink of wine for Ribena once.Allardyce said he enjoyed his post match drinks with Sir Alex more than any other manager.
Allardyce got Ferguson's backing in the press when he was up for the England job too, then helped him post-sacking saying he should get back out there. When Fergie was in hospital the other year Allardyce mentioned he was a personal friend of his.