there are so many games you can't legitimately play anymore. And many on modern consoles are messes or priced at insane levels.
The best retro handhelds usually don't come with games from their legit storefronts, although the games are easy enough to acquire along with the BIOSs for systems.
I have one for myself, but it's enough of a techy project that I wouldn't recommend buying one for someone else. Don't buy ones with preloaded games, regardless.