Stuck buttons were apparently a review model issue; The Verge reported on it originally and a month later, ASUS shipped a much-improved unit. (Hardware and software)
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.
And I read that the button can stuck and it can get hot.