From what I know, most guides on piracy on steam deck involves running the game through Steam’s launcher as a “Non-Steam Game” which kinda feels sketchy to me, since the Steam Launcher portion of SteamOS is not open source, and they could be phoning home to Steam’s servers and reporting me as a pirate. Maybe they don’t go hard on pirates for now, but at any point in the future, they could pull a Nintendo move.
In my experience, windows is an awful UX for gaming but it is very easy to install and run unauthorized games. Steam deck requires a bit more heavy lifting and patience.
I ran windows on my deck for a year and switched back because the experience is terrible and nothing works quite right. I haven’t used the newer windows handhelds, but the upcoming ROG might fix some of the issues with booting into windows and doing constant updates