With Cherry MX, the orientation does not matter for key feel.
That is, unless you want to install silencing clips - which will fit only in one orientation when using Cherry-profile keycaps.
With Alps, there is slightly more wobble on the vertical than the horizontal. (or was it the other way around?) I don't think there is a difference between "up" and "down" though, but someone more acquainted with linear switches might want to chime in on that because there might have been a reason why Matias chose to include an additional leaf spring in their linear version of their Alps-clone.