And there's a valid market there, but as someone who just spent half my Saturday morning debugging a CPU throttling issue on my kid's 2020-vintage Lenovo Legion laptop, I feel like a pre-built is in some ways the worst of both worlds, like you don't get the savings and fine-tuning that is something you assembled yourself, but you still get all the fun of debugging driver issues, weird performance stalls, and who knows what else.
That said, I've never had a Steam Deck or tried to seriously game on Linux, so I may be out of touch with how much smoother the picture is in an all-Proton world.
(the laptop issue turned out to be something in the firmware asserting BC PROCHOT for some reason; for now we can periodically clear it with the ThrottleStop utility, but who knows what the actual underlying problem is)
The Steam Deck is the closest thing the PC world has to a console (barring the Steam Machine, of course), and features near-console levels of hardware/software integration.
Way too many prebuilts use fully custom components making it (intentionally) hard to upgrade them piecemeal.
the benefit here is that the game developers know this device as a standard target, and steam will tell you how well a game works at purchase time.
valheim started with extremely poor steam deck performance, but at some point, the team did steam deck optimizations that got it humming nicely enough