Yes, we can without a doubt have allegiance to our country...by definition:
allegiance (n)
Loyalty or the obligation of loyalty, as to a nation, sovereign, or cause
Of course, we, Americans, don't all agree. We don't now and we never have in all of our history. Even the opposition party is called "the loyal opposition." Loyalty is not "lockstep agreement." Allegiance and loyalty is commitment to obligation and service to our nation. In fact, this is also the case with our Lord and Savior, Jesus Christ. I am fully loyal to his sovereignty and to His cause.