In my personal experience, the only games that don't work are those that explicitly choose not to :
- Fortnite
- PUBG
- Roblox
- Valorant
I'm not much into competitive games myself, so the only one that's inconvenient in this list to me is Roblox. There are a few really fun games on their platform that I wish I could play on Steam Deck, as used to be possible.
This sounds an awful lot like idolatry to me, which is supposedly forbidden in Christianity.