Allen screws made from weak metals strip quickly, and using the wrong size Allen wrenches/hex keys can also damage them. Regardless of the reason, it's no fun trying to remove a stripped Allen screw.

Setscrews usually require a hex (or “Allen”) wrench ... bathroom or kitchen faucet—tighten the screw that holds the handle in place. With some faucets, you'll have to pry off the metal ...