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.
Steam Deck easily. Everything you said you’re worried about Valve possibly doing in the future goes double for Microsoft.
Steam Deck is a great platform for playing any games on, pirated included. I have my whole GBA ROM collection on my Deck and play them through RetroArch, works perfectly.