Blackburn responded well but summer signing Nikola Kalinic was twice denied by the post while Steven Nzonzi sent a close range header over the bar.
It means they have now gone nine games without a win since beating Chelsea in the quarter-final and Allardyce is exasperated.
He said: "I don't know what is up with us at the moment. We don't seem to be getting the rub of the green. I am just wondering what I have done in life to deserve such bad luck.
"But we need to keep believing and keep creating chances. It will eventually go our way, I am sure of that. Hopefully we can take encouragement from our second half performance.
"We were nervous in the first half and the quality of the opposition drove us back. We gave away a very poor goal.
"Villa's strength is playing on the break. In the space of a few seconds they scored. We never took up the right positions and paid the ultimate price.
"That made us more nervous and edgy. We put that right in the dressing room at half-time and deserved to pull level. But that's football for you at this level."
Source: Team Talk
Source: Team Talk