Let in and allow suggest that the goalkeeper or the defence made a mistake. Concede is neutral, it's simply the opposite of score. You can also say concede a point in other sports. A good example is the UEFA Champion League final 2018, Real Madrid 3 - 1 Liverpool. During that match, the Liverpool goalkeeper made to big mistakes. He let in two goals. But Liverpool conceded 3 goals, one was a spectacular bicycle kick by a Real Madrid player, not a mistake. Watch the highlights on YouTube if you can find them, it's worth watching.