Good question, thank you. I got it wrong because sadly I did not read the question carefully enough, and performed was the key. Running it does not produce any error, i.e.
use tempdb;
go
dbcc checkalloc with no_infomsgs;
go
reports "Command(s) completed successfully."
The question asked performed not ran, and BOL's verdict is clear:
In SQL Server 2005 and later, running DBCC CHECKALLOC against tempdb does not perform any checks.
Oleg