I believe you can, I think I was allied to Russia at one point.
I think it's just like in EUIII where computer controlled factions can't have more than three allies to prevent wars on a massive scale from breaking out all the time.
I do have a problem with military access though, as lots of countries refuse me access simply stating it's ''impossible''.
I find those ''impossible'' messages really annoying, there needs to be a tooltip explaining just how come they are unable to grant me access.