The only reason to use Windows over Linux is compatibility with certain games (or even applications). Also the price of the device is pretty low. That means people who are interested into handheld PCs who want to use it as a sort of laptop for cheap and don't care about Linux, can still install Windows on it. I'm not recommending it, but I'm glad people have this option and Valve is not actively trying to stop people (unlike other companies).
Perhaps it's due to the games I play not being online multiplayer for the most part, but I've yet to encounter a game that I couldn't get to work on Linux, with ~99% requiring absolutely no effort (besides clicking a drop down menu).
And this includes games that Steam has labeled "unsupported" (not even just "unverified").
At risk of being that annoying, "but have you tried lately?" guy but... Have you? Because it's pretty wild. In many cases, the Windows version of the game, played using Proton, works better than the native Linux runtime.
Yes, I'm playing unsupported and unverified games just fine too. Its the nature of progress, where the game, the drivers/system or Proton gets updated and the tested state no longer is accurate. There was a few cases when I tried the Windows version over Linux native build to see how it works. However I was never in a position where I needed that or when it was obviously much better. I always have this in mind in case I need to switch. Maybe in future versions where the native build is no longer functional under Linux.
On the 1st page I found exactly one game that I'd maybe want to play, but not like I couldn't live without it. None on page 2 and one game again on page 3. Every single game I wanted to play on the Deck works (true, some of them needed some tinkering).
Remember, I said the solution is simple for me. Generally the games that don't work are not really my cup of tea, like online games and generally stuff that's more cash-grab than a game. There are few games that would make me consider getting Windows to play, but luckily all of those work well. I still wouldn't install Windows on the Deck, though, I'd probably stream it from some PC.
Every single one of these games looks like trash. Like 4 out of 5 (on page 1 at least) of the games on the list are games I've only heard about from YouTube advertisements that I didn't use SponsorBlock on.