I know the article is mostly about speech, but I wish the immigration process or w/e just went with <Alyona>.
<ё> in Russian never represents anything close to <e> in English. It's /ʲo/ (superscript j for palatalization of the previous consonant) and iotized to /jo/ word initially. Its use over <йо>/<ьo> is strictly etymological - йогурт "yogurt" could've easily been ёгурт.
We're already picking correspondences by sound, like transliterating <л> as <l> and not <n>. There's no reason to complicate things by bringing in Russian orthographic rules into English.
When I was going to school for my teaching credential, I remember one of the professors saying that for our students, their name was the only thing that was truly theirs and it behooved us to get it right. I try to do that with anyone I meet.