The Game Gear was only good for 2-3 hours on six AA batteries, so you basically had to play tethered to the wall or invest in lots of rechargeable batteries. The library also wasn't as strong overall as the Game Boy's, although its top games were previous-gen console quality (because they literally were in other territories).
Both screens were also just awful about blurring during fast movement. Nintendo wisely avoided it altogether, while Sega was bound by their flagship brand. When you really got going in something like Sonic Chaos, particularly considering the small viewing window, you were really just letting Jesus take the wheel.