The club received a letter of resignation on the Monday following the game with the Foxes and Allen told friends he was going Down Under to watch the Ashes.
Storrie told Sky Sports: "We will still retain Rory Allen's registration and obviously there is little more we can say until we can actually talk to him.
"It would appear from the letter that it is Rory's desire to resign but we need to converse with him and he needs to sign forms.
"Certainly I have never quite come across a situation like this during all my years in football. To say the conduct is somewhat bewildering is an understatement."