Bearing in mind that the SteamDeck uses Linux, and has pretty good support for games, you could run a Linux OS using Proton and have fairly good support for a large chunk of Windows games.
Compatibility will vary by game, but you can also check out the Steam listings for "runs great on steamdeck" for games that should run well on Linux.
It probably won't be quite as smooth as Windows for some games, but on the whole gaming support has improved significantly.
