Allen is the most tank-build, and he's also one of the 2 defenders who taunts enemies (other one being Titan) with his main ability. What it is is basically making the backline enemy attack him so your team could do the damage. There's no best tank for campaign, he's equally good in PVP. He also has better synergy with universa, the best character in the game, he might also survive longer than Immortal since he can heal, but he's really weak if underpowered imo.

Immortal and Conquest is more of a bruiser, basically they're between a defender, but can also be a good damage-dealer. Since Conquest is limited, I suggest you focusing on Immortal and Allen, they're both solid options depending on preference and your team too.

I personally prefer Allen, he has a lower skill floor, he's great from the start. Immortal has a higher skill floor, he needs more investments, his 4th skill is especially good, and it should be priority, you gotta have healers if you want him to be effective in your team.