fwiw it is possible to get games from all the other stores. the only restriction is it has to be runnable on linux, which really isn't that big of a deal anymore with the current state of proton. it is a bit more work than games from steam tho
Proton is just fancy Wine. You're running the games from those other stores in a Wine prefix, and you can definitely choose Proton as your Wine version.
Frontends like Heroic or Lutris make that super easy.
You can also use Steam as a launcher. In Desktop Mode there is a menu entry "Add a Non-Steam game to my Steam Library". For Windows games, you can just browse to their .exe file. After adding it to the library, you can open the Library Entry's Properties page, and choose Proton as compatibility tool.
That way you get your non-Steam games in your Gaming Mode launcher.
To get nicer images, there's a website named https://www.steamgriddb.com/ that also has a small Flatpak tool that you can use in Desktop Mode to set icons/banners for your Non-Steam games.
I actually can't, it isn't in my country. In fact even Steam Deck isn't sold here, have to import it. But Rog ally is available, with discounts and warranty.
Jokes aside, Xbox Cloud isn’t available in my country either, but there are workarounds built into Greenlight. Latency is not that bad here in Turkiye.
Lust and scales can be found anywhere! Good to know it ain't so bad there, I tried some VPNs but it only amplifies the faults of cloud streaming. Maybe it'll be better in some years.
You can load windows on the steamdeck, nothing is stopping you. I actually have a Bootable microsd with windows to play gamepass games. That being said, the drivers for windows are a bit messy and setting it up is kinda a pain.
I mean if someone really wants to use XGS or EGS or games with anti cheats, ROG Ally ain't so bad, but SD OLED is definitely the champion overall as it stands. Maybe if Windows is optimised for handled usage things may change, though I doubt anybody can slam laptop chips and expect SD OLED levels of battery life and efficiency.