Apart form one thing - some of them (few, not all) come with fake Windows licenses and a tool that activate Windows illegally.
We're not really sure why, as Windows for devices this size is free - some of them come with Office also, maybe that's the reason. Or, we could actually have gotten a fake mini-pc claiming to be the real thing.
Obviously, devices with illegal Windows licenses is not something you want to put in your network, they could easily contain more malware and who knows what else. And it's anyone's guess how safe they are considering poweradapters etc. So while most of these cheap computers will work fine, exercise some caution and ask for samples first before you orders a big batch.