Yes, Xbox Ally isn't an Xbox console, and that's the point — it’s a Windows handheld by design, part of Microsoft’s battle with Steam Deck

Xbox Ally X lying on its back on a table with the Windows desktop showing on its screen. .

Reviews for the Xbox Ally and Xbox Ally X have gone live, and it's apparent that some people thought this was going to be an Xbox console that could run native Xbox games.

But that's never been the pitch.