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It’s complicated. I work for a FOSS company and I like what the WINE team and Valve have accomplished with proton. However, a lot of games struggle with cut scenes even with GE proton. A couple examples are Call of Juarez Gunslinger (the cut scene audio is crackly) and Persona 5 strikers (the cutscenes are missing the dialog). Games that will not enable the anticheat are also, obviously, a no go. Not the fault of Linux or Valve, but still a consideration.

One other feature that Windows offers is cloud syncing for games that store their saves in the user’s Documents folder if they enable onedrive. For games without Steam cloud saves, it’s simpler than setting up syncthing or copying the saves manually.

I picked up a ROG Ally yesterday and I also own a Steamdeck. The Ally definitely has rougher edges in software. I’m still debating if I am going to keep it, but some of the Windows pros are a strong consideration. I think what is unsung is how flawless the Switch is with it’s docking and undocking experience. IMO neither the Deck or the Ally come close in that regard.