They called the issue a "sensitive" topic, going onto complain about the way Allen left the franchise, despite being a free agent.
Haslem says its time to move on.
"I didn't see it, I heard about it," Haslem said on the Joe Rose Show on 560 WQAM. "They gotta let that go. You get to the point where you are a free agent and you got the opportunity to make the best decision for you. Quality of life: Boston or Miami? Ehh. You guys can figure that one out."
Pierce was perhaps the most vocal about Allen's departure from the Celtics, comparing his emotions to being in a broken marriage.
"It almost felt like you are married and you come home and the wife and the kids and the clothes and everything is out the house," Pierce said of Allen Monday. "You didn't get a note or nothing...they just gone."
The Heat and Celtics were Eastern Conference giants at the time, vying for conference supremacy and a title run.
"At that time it was somewhat of a rivalry," Haslem said on the radio show.
"Even when they had Ray, we beat them so it wasn't like Ray came and helped us get over the edge."
Haslem pointed out that the Heat beat the Celtics in the 2011 and 2012 postseason, before Allen's arrival.
"You got your [expletive] whooped with Ray and we got Ray and we whooped your [expletive] again," Haslem said on the show.
Allen left the Celtics during the 2012 offseason to join Haslem, LeBron James, Chris Bosh and Dwyane Wade on the Heat. That squad won the NBA Finals in 2013. Allen arrived in Boston in 2007 after a trade with the Seattle SuperSonics. All of his former critic teammates eventually left Boston via trade or free agency. Boston won the title in 2008 under coach Doc Rivers.