Allegories are man made constructs--a one-to-one correlation between two things. They are simple and contained within their subjects. That is why when, in The Lion, the Witch and the Wardrobe when people kept telling the Pevensie children that Alsan was not a tame lion I only half believed them. It is true within the constructs of the story and they way they meant it, Alsan couldn't be called or beckoned. Yet at the same time the reader could expect him not to be too terrible or do anything unexpected because he is confined by being an allegory. Aslan can be depended on not to do anything Christ wouldn't.
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Symbols are much wilder things, which point to something else, not as a correspondence but as
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Symbols are not human constructs in the same way allegories are, but rather are a way to illuminate a mystery already in existence and to point to a truth that humans have only partially grasped. In the case of the unicorn this truth is that Chasity is not an absence or a lack of something, but instead something powerful, alive and flaming. I believe that elsewhere Chesterton made the comparison to Joan of Arc--something pure with the power to shake the world.
In the Renaissance a philosophy called The Doctrine of Signatures gained prominence. Essentially what this said was that everything in creation was created for a purpose with and end in mind and God "signed" each bit of creation to let man know its purpose. While not being as literal as looking for ear shaped plants to cure ear infections, this is what symbols do. They help unlock the secrets of creation by pointing to meanings beyond the superficial and illustrate a world full of mystery and wonder.
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