In the Steam Deck, with SteamOS, you can quick suspend your game by pressing the power button, like on the Switch. And then you can return to that game by quick resuming it. You just press the power button, and you’re straight back into the game where you left off. This is the only way it should be handled on a handheld gaming device. On Windows, the experience is just terrible. Manually save the game, quick the game, put your device stand by. Then, wake up your device from stand by, launch the game, load the save game. This is just an unpleasant experience, therefore a Windows based handheld is just a terrible experience.

You can put Windows on SD.

Tbh I would save and get a gaming laptop instead, neither is a real substitute and planning on using them just to save money is a bad idea.

Steam deck is out of the question as your sole computer as it still doesn’t have official drivers to this day for windows, sure you can download third party ones but not everything is going to work. As for the rog ally, while better in that regards it still has it’s limitations in windows (16gb shared memory, it’s alr a little weak for some games to run e.g. allan wake 2, and no option to support egpu. the xg mobile costs as much as a new pc even if it exists in your country so it’s useless with all the sw issues it has as well)

The both have their advantages and disadvantages get the one the best suits how YOU will use it. Some people are always near a power outlet, other’s are often away from one. It really depends on your behaviour and what you prefer.

I’d go with Legion GO… the 8.8’ screen makes me crazy jealous.