My dog loves to roll in the grass, however, I heard it brings issues, mostly in the form of bugs, fleas, dirt, scratching or even allergies.
Are any of them true? Should I let my dog roll in the grass at all?
Agreeing and adding to @Precious' answer.
If your dog doesn't have any allergies it shouldn't be a problem. Dogs enjoy rolling in grass for many reasons. To remove unwanted odors (usually human inflicted like shampoo), to scratch, for pleasure, or to take some of the scent from the grass.
Fleas generally won't be a problem, unless there's a mino plague or infestation.
Ticks can be a problem and are in grass, so that is a difficult one to juggle. Check your dog regularly for ticks and if you are finding them on her after she's been rolling, maybe keep her off it during the hotter months.
If your dog has allergies a definite No.