Vibration, No. 1. The joystick actually rattles at low vibration speeds (as in the MK11). Indeed, to the point where I disabled Steam's vibration effects. I sent it to the Sony-recommended SC (service center) for warranty service, but they sent it back with the comment, "strongly rattling vibration is the norm." Either the official Sony SC refuses to acknowledge this marriage as legitimate, or the vibration quality is subpar. The lack of vibration is not unique to Chinese joysticks. There are no vibration issues with the Xbox gamepad, so I won't say anything more about it. I've noticed that games like The Witcher 3's use of vibration exclusively at high speeds mean you can play with it enabled, but games like XCOM 2's use of vibration at low speeds mean you have to either play without sound or wear headphones, neither of which is ideal due to the unpleasant sensations they produce in your hands.
2. The cross's overly sensitive nature. If you don't precisely center your finger on a navigational key (hitting "left" also presses "up"), the last key you pressed will be activated as well. The crosspiece is pressed appropriately on the Xbox and Dandy gamepads; this may simply be a matter of practice. This is the "norm" in SC's opinion.
Third, if you move the joystick horizontally when it's off, you'll hear a knock on the door. Not everything is securely fastened, just like inside the joystick. Once more, this is the "norm" according to the SC.
Four, a little click may be heard when pressing the top right trigger, but not when pressing the top left trigger. Again, this is the "norm" according to the recommended Sony SC (he is there alone when attempting to report a problem via their website).
Connecting to a PC is more difficult than with an Xbox, but it's tolerable because it only needs to be done once. However, the controller will still be identified as an Xbox controller by PC games, leading to the display of Xbox-specific key labels.
Punctured battery number six. If you're playing on a PC, you shouldn't bother unless you bring a battery-operated controller (preferably one that can be swapped out for rechargeable batteries).