What triggers the exhaust brake to engage? Throttle Position switch (release throttle and it triggers a small limit switch on the pedal to complete the circuit)? I'd be looking in to whatever triggers the brake to engage.
What Allison should have told you is that the World Controller (assuming you have one) does have the ability to accept an input when the EB is active to select a lower gear automatically, and the transmission will auto-downshift to keep the engine revved and the brake supplying a higher amount of braking horsepower. Your truck may or may not have this feature.
On a International 4400 (DT570/Allison combo), when the EB was on and throttle released, the transmission controller selected 2nd gear (shown in the display), and as speed slowed the transmission downshifted to keep the engine revved to apply more braking force.