While I’m not sure if you can do NVMe over the SD type C (unless it’s similar to thunderbolt or the super high tier latest USB spec I doubt it)
You should already be able to get genshin running on the SD - either patched via an anime game launcher, or from what I hear areweanticheatyet.com already seems to has good news about unmatched genshin.
As for game pass, idk I don’t use it myself because I don’t run windows on any of my systems and I’d rather not give Microsoft too much money, but just a warning - the SD was not built for windows. You might find the windows drivers, while probably stable at this point might be a bit finnicy and feel like an afterthought - because generally it probably is an afterthought. I wouldn’t expect good battery life with windows, and I would also expect potentially worse performance for games that work on both operating systems.
The steam deck is one of the few platforms where the best expirience is Linux, because that’s what it was tailored to.
That said, it’s up to you, if you want to do that, go ahead, no one’s stopping you it’s your device after all.