Allegri told a news conference ahead of his side's Serie A clash at home to Empoli this weekend that 36-year-old Ronaldo informed him on Thursday of his wish to leave Turin
"We did not get the result we wanted and we leave the competition sooner than expected," Ronaldo admitted as his side failed to match their 2016 exploits.
The European Medicines Agency (EMA), which is holding a special meeting on Thursday, echoed the WHO's calls for calm and said it was better to get the vaccine than not.
After weeks as the country with the greatest number of infections in relation to its population, Portugal recorded the strongest decline last week with a 51-percent drop in new cases to 2,100 per day.
Portugal had suspended flights to and from Brazil for a two-week period at the end of January.
The variant first detected in Britain was first seen in Portugal at the end of last year, deemed to be partly responsible for a devastating surge in cases at the start of 2021.