ASUS have been under a lot of hot water lately for a general lack of competence, RMA was one of the particular areas they lacked in.
If you decided you want to only go with one or the other, I'd deviate a bit and suggest Legion Go S since it has official compatibility with SteamOS. Linux is a vastly superior experience to using Windows on handhelds, regarding battery performance, user experience, and in most cases, game performance too.
That being said, it's possible either ROG Ally or Legion Go also have good compatibility on certain Linux distributions, but official SteamOS compatibility means kernel patches are being made for that exact hardware configuration, so any general stability issues are going to be resolved more quickly.