You can legally own, print, and use proxy cards for personal, non-commercial purposes so long as youre not trying to pass them off as authentic Magic cards
Other than the obvious benefit of this protecting your spells from hand disruption like Thoughtseize and Duress, foretell costs often make a card cheaper to cast as well
I always wondered, though, what a clone effect in that Ally archetype might have looked like if it was a little less narrow but still played in that space
Its also worth noting that Kaalia only needs to attack to get the effect (not deal damage) so its not hard to trigger, plus the creature she drops into play also come in attacking, which can easily end the game on the spot
Three is quite a lot just for card quality and won't bail you out of savage mana screws however it is typically played in more long term decks which are far less likely to keep land light hands