The Pentagon has decided to keep secret the details of its investigation into Marine Gen. John R. Allen, the former commander of U.S. troops in Afghanistan, citing privacy concerns. The Defense Department Office of the Inspector General formally denied a request from The Washington Post, filed under the Freedom of Information Act, to disclose records of its probe into Allen’s relationship with Jill Kelley, a Tampa socialite with whom he exchanged thousands of pages of e-mails and other documents.