Harmless or not, it’s not under your control — your integrand itself should no longer be allocating (as you can easily verify), so I assume the allocations are coming from See below, you still have allocations from a non-constant global.hcubature (which maintains a priority queue of subregions to integrate, and requires allocations as it refines).
(There are probably some untapped opportunities in hcubature to reduce allocations or to support preallocates data structures, but it requires getting into the guts of the algorithm.)
However, as I’ve commented on other threads, be careful that this sort of integrand may have a singularity depending on the value of r, which is could cause quadrature convergence to be very slow (require lots of function evaluations). There are various techniques (many from the integral-equation community) to remove integrable singularities by a transformation of the integrand and/or a change of variables. See e.g. Numerical integration over 3D domain of vector-valued function - #10 by stevengj