All it means is you have to follow the instructions to set it up; it doesn't come working out of the box. Yes, it's legal to sell products that require setup and are only partially assembled out of the box. Think of a more extreme example like a backyard swing set for kids that comes all packed up in a box. The keyboard is guaranteed to work after you follow the setup, and you can send an email for help if you are stuck.
This isn't saying "you have to do some assembly" it's saying "random parts may be broken and that's your problem to solve however you can". If the "g" key is broken it might be as simple as needing to pop the key in/out or it might be as complex as a defect in the board/just plain broken key you need to go source a replacement for yourself. It's very vague because it's saying any fixes are on the buyer, not just some assembly.
If you mean to say you have to assemble but you get support/replacements if that doesn't work out then that would be a lot better to put than the current text.
Yes, that's actually step 2 in the manual - check everything and email me if something broke in shipping. I get emails when things break so people do follow the manual! The manual was significantly updated recently.
