The long answer is there are steam deck alternatives that can dual boot something like Bazzite (Steam OS), and windows, and they will work for desktop use if you don’t want to buy a nuc or build a regular desktop. You’ll have all the usefulness of the steam deck with the option to use windows.
But dual boot is still clunky, and the devices you would buy for this purpose are still generally more expensive than a steam deck (Legion Go or ROG Ally etc). When you add in the price of a dock, and other accessories (mouse and keyboard etc) I don’t know if it’s worth it except in niche use cases like my own. I use the Bazzite OS on my Legion Go 90% of the time. But for the 6-7 games I own that aren’t compatible or optimized for steam os, I use windows. I had to debloat and change a lot of privacy settings and upgrade the windows 11 OS to Pro to get policy editor etc. That’s a lot of time investment. I also bought a 2 TB drive and cloned it. All told I probably spent around the same amount as you would for a regular desktop (even with buying the Legion Go and other parts for my setup on Labor Day sale).
Losing the windows 11 secure boot and encryption means you won’t be able to play certain games that require anti-cheat that relies on secure boot.
I think ROG may be coming out with the next iteration of the Ally soon and that might drop the price of the current models but nobody can make any promises on that.