The LaTeX exporter does not honor the setting of org-list-allow-alphabetical. It exports ordered alphabetical list as standard enumerate environment with numbered items.
org-mode 8.0.3
I placed the setq before loading ox-latex. I read in the docstring that org-list-allow-alphabetical should be set before org.el is loaded. I installed org-plus-contrib from ELPA and thus do not manually load org.el.
I found a post on this ml [1] on a related issue where the OP states that doing the setq before loading the exporter solved his issue.