I made the switch to daily driving Linux on my laptop for work and play a few months back with a dual boot setup with Windows, and changed over mine and my partner's gaming desktops to do the same, and they recently got a Steam Deck OLED as well. Honestly I can't say this is true. It depends on the distro, but I went with Pop OS, and it has been ridiculously pain free to game on. I play a large variety of weird, old, indie games, and I've encountered a single game that didn't work on Pop OS that I needed to play on Windows (WRC 4) and that particular game BARELY worked on Windows as well and took lots of setting up and fixing. More often than not I'm finding things work better on Pop OS (GTA IV doesn't crash when changing multiple graphics options like on Windows, and GTA IV and 2013's Tomb Raider both get better frame rates) than Windows.
This is all particularly notable because I didn't go in as some Linux expert touting the superiority of it (I chose Pop OS because I'm a noob, and it's easy to use), and fully expected to have all sorts of issues. My biggest complaint is that I should have set my dual boot partition for Pop OS way bigger because I barely need to use Windows anymore! My absolute #1 annoying niche issue that I can't figure out is that the VPN I need to use to remote into my work 1) will work on Windows, 2) DID work on Pop OS when connected to my phone's data but not my home wifi (???), 3) no longer works on either my phones data or wifi. Gaming though, has been a cakewalk, you should give it a go. Install proton, maybe grab a glorious eggroll, and you're set, they're support for NVIDIA cards make it equally pain free (across the 3 systems I mentioned we're gaming on Intel, AMD, and NVIDIA gpus, and all are equally pain free).
Even controllers are no problem, but I haven't messed around much with my wheel, or VR headset though, so we'll so how that goes.