The problem specific to the Ally right now is that it seems to get too hot where the SD card reader is, causing SD cards to fry for some users: https://www.dexerto.com/tech/asus-rog-ally-has-a-bizarre-ove... . I'm sure this will be fixed in a future hardware revision, but for now it seems worth waiting on the Ally for them to hammer out the first-generation kinks.

Still, I'm happy that the Ally exists, both as competition for Valve and to help prove that this PC form factor has legs.