They may also be wondering why he is interested in bringing former Scotland internationalist Don Cowie to Ibrox.
The Gers have, after all, increased their options at the heart of the rearguard by signing Darren McGregor.
The SPFL League One champions now have Seb Faure, Luca Gasparotto, Kyle McAusland, Lee McCulloch and Bilel Mohsni who can all play there, if need be.
The Gers also appear strong in central midfield, where Ian Black, Kyle Hutton, Nicky Law, Lewis Macleod and Arnold Peralta are all capable.
But what Ally is doing is creating competition for places.
Last season competition did not exist in certain positions - and at times it showed.
But you can't say that now.
There are now options for the manager up front, in midfield and at the back as well - which will increase if deals are agreed with Cowie and Zaliukas.
From now on, if a player has a poor game or if he allows his performance level to drop then he will be dropped from the side - no matter who he is.
For me, far too many players got away with performing poorly far too often last term. But that will not happen in the Championship.
Look at the forwards. You have Kris Boyd, Nicky Clark, Jon Daly and Kenny Miller there. If somebody fails to produce the goods somebody else will come in.
Ally has taken some stick from fans for the age of the players he has brought in during the summer, with Cowie and Zaliukas both in their 30s, but how can he plan for the future with the financial restrictions he is working under?
When Rangers get back into the top flight - hopefully next season - then they will be able to afford better players and youngsters with potential.
I think Zaliukas, who was offered a deal by Rangers last season and opted instead to go to Leeds United for more money, would be a great signing for Rangers.
He has great experience of Scottish football. He will not be fazed by playing in front of large and hostile crowds at Rangers - or with the media attention.
Cowie, too, will be able to handle representing Rangers, having played in England for several years and featuring in the Premier League last season.
This season will be the hardest by far Rangers have faced since they dropped down to the lower divisions.
They will be facing full-time sides and, of course, Hearts and Hibs are now in the second tier.
They must be ready to hit the ground running in their opening Championship game against Hearts at Ibrox.
By bringing in experienced players who have been over the course - guys like Boyd, Cowie, Miller and Zaliukas - McCoist is ensuring this will happen.
That is not to say the youngsters will not play their part. I think you saw in the pre-season friendly against Buckie on Thursday night the kids will continue to feature.
Calum Gallagher scored two goals in the first half, while Andy Murdoch impressed in his time on the park.
And Barrie McKay was an absolute stand-out. The decision to send McKay to Morton on loan was criticised by a lot of Rangers fans. But perhaps they are about to reap the benefit of his Cappielow spell.
He was always inconsistent in the past, having one good game then several bad ones.
McKay has gained experience playing at a higher level - in the Scottish Championship - with Morton.
He knows what it is like to come up against Falkirk, Livingston, Raith Rovers and others in the second tier, and now has a chance to establish himself.
Charlie Telfer raised a few eyebrows when he declined to sign a new deal with Rangers and moved to Dundee United.
I wish him well. But I am sure the young lads, the likes of Fraser Aird, Calum, Lewis Macleod, Barrie and Andy will continue to get their chance alongside the likes of Boyd, Miller and McCulloch in the months ahead.