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.
Go with the Steam Deck and keep Linux on it. There are so many great ways to run non-Steam stuff from Steam if you really want to use Steam. And if not, just switch to desktop mode, it’s just regular KDE and you can run whatever you want however you want.