The ROG Xbox Ally Is Not A Portable Way To Play Xbox Console Games Natively
To be fair, this is probably what you should have expected from a partner device.
ROG Xbox Ally
Microsoft: ROG Xbox Ally Will Play All Games Available For PC – Including PlayStation’s Games
We'll see if the PlayStation Plus app will work on these devices soon.
Roblox Will Be Day One Title on ROG Xbox Ally
Further expanding its influence...?