I juste uploaded a video : https://www.youtube.com/watch?v=ijrPqL1ZMuo&feature=youtu.be
As you can see, the controls keep appearing when I press a button. Which version of openbor do you have ?
The GPD has a "button to touch" app, useful for Android games with no native support to physical controls. Check if yours is active (using the gamepad icon button, second right from the power button), cause in mine, that's what was always showing the virtual buttons.