get downloaded games on portable device

That would depend on the game. If the games are part of the Xbox Play anywhere Program, then yes, you can play them on an Asus Rog Ally. But if they are not part of the Xbox Play Anywhere program, then you would have to purchase the games again on the relevant store they are available on. For the full list of games on the Play Anywhere program, have a look here https://www.xbox.com/en-gb/games/xbox-play-anywhere?xr=shellnav

I wouldn't rely on downloading it to a portable storage unit. I know several people who had all sorts of issues, never knowing why, and it turns out what they all had in common was trying to utilize portable storage.



Sometimes the game will say it's smaller in size then what you have room for on your portable device. I think they sometimes get the numbers wrong somehow because at times the game won't fully fit and it will just stop mid-download without explaining to
the user what the issue is.

They have cases where you have a Xbox 360 and a screen and controller in it to carry it around.

I see no reason why you could not do that with Xbox One.

Sure you can not hold it in your hand but for that you now have tablets.

To develop an idea like that costs a lot of money, and it is true that microsoft as a company has a lot of money. but with the availability of PSP and DS and Vita on the market, getting a new handheld device is going to be tough to do. I do see things in
the future for microsoft, like using cloud gaming to play bigger console quality games on a tablet (even with controller support). Cloud gaming is in its infancy This New Generation, but it will slowly evolve over time into being able to stream Xbox One quality
graphics to your smart phone. In fact 2 years ago I saw a demo of a person doing the same thing, streaming High end PC game into his smart phone and using a Bluetooth Controller to play it. Now you have services this year at e3 that are doing such things.
Microsoft is not out of the game. With the new Xbox Tablet being talked about, I can see things going toward a more portable Device for Microsoft. Be Patient, Its a very exciting time for gaming.

It´s called Microsoft´s Surface tablet