Having to switch to desktop mode and back.
It's not exactly rocket science to add a "browser app" to the Steam system to use certain web sites in an appliance-ish mode, but it's not great for general purpose browsing.
A slightly more advanced browser frontend that offered an experience comparable to Edge on Xbox would be very nice.
Decky warns that the Steam's built in browser is outdated and may have security vulnerability. I suppose properly maintaining a browser is a burden.