Tolkien and Lewis had some bizarro theories about universals myths which meant that to them, blatant Christian allegory was not actually allegory but just a retelling of eternal truths in the form of myths. But as a reader, we don't have to accept those theories. We can enjoy their stories as stories.
I think a lot of fantasy readers dislike allegory because it kind of turns reading into work and takes the escapism out of it, so it is nice when Tolkien in person validates this aversion. But be careful - you can enjoy Tolkien without caring about the underlying worldview, but that emphatically does not mean it is not there.
(Of course to me Christian mythology is just as much fantasy as Middle Earth, but it certainly was not like that for Tolkien)