https://www.steamdeck.com/en/tech
One thing that's worth looking at is the storage capacity, while they say that models start at US$399 (or 419€) that version only has 64GB worth of onboard storage. A lot of AAA games the device could play won't fit on that.
While you can use a micro-SD card, the tech specs specify "high-speed" which is 25MB/s or about 1/16th of the speed of the small version's internal eMMC storage.