Which end of an Allen Wrench should I be using?
The ball end of the wrench fits less securely in the socket than the squared off end so you can't apply as much torque without risk of the wrench slipping or stripping the bolt head. So it makes sense that if your wrench only has the ball end on one end, that it's on the long end so you have to use the short end to hold the wrench to limit how much torque you can apply. That preserves the more securely fitting squared off short end for applying the most torque on the fastener while you hold the long end.

Its ok  to use either end of the wrench on the fastener and sometimes space limitations will force you to use one or the other.