If your dog is allergic to grain, then they need to be on a grain-free dog food. Otherwise, going with grains is a preferable choice for most dogs. Your pet being allergic to grain is actually quite rare. It’s much more common for them to be allergic to various types of protein.
Furthermore, most grain-free dog foods do not actually contain more protein than your average grain-inclusive food. Instead, dog food companies just use high amounts of cheap veggies like potatoes and peas as fillers.