You are fighting incompatibility in that case though much like you were with WINE using office and other windows software.You can use Proton under Linux distributions and use all the games that the steam deck supports. So it's not true that you need windows, you could get a fair amount of games with Linux + Proton
What if you can't do that because the market leader buys exclusivity deals on those? Isn't then a problem anymore?
As for deals those are still third party companies and you don't have antitrust or competition concerns. MS can and do enter third party contracts just fine in the latter case, they are not blocked or hindered from doing so.