I spent enough time with the ROG Ally and a brief spat with the X. I helped set up both for a friend, and handled a few issues that popped up, as he is the least tech savvy person I know, and sadly for him I'm the most knowledgeable lol. Neither are difficult to set up, and I think they did a great job trying to noob proof the Ally, but there is some typical windows BS to deal with at first and the usual/occasional PC nonsense that can require some tweaking. He never needed my help with his Steam Deck though.
Maybe Emulation wise I can see it, if you're familiar with doing it on PC. However, the Steam Deck has been been tailored made for it with Emudec for a while. I believe it's usable on windows now through Steam, but it started on the Deck and it's pretty easy to set up multiple emulators at once, though it does require going into desktop mode and messing with Linux. I struggled a bit at first as well, but I had no experience with Linux prior.