I have dual boot for long time already. Win 11 + Ubuntu. Although there was no any critical issues so far, except some mess up with internet connection on my ubuntu few times.
Surprised no one answered yet… I don’t have a steam deck, so I don’t know much about it.
Are those games from the windows store? If not, you could try to get them working on linux with Lutris (or something similar). Generally I wouldn’t encourage buying DRM-free versions of games if possible (I know sadly that’s not an option for every game)