We find the Steam Deck more comfortable to hold for longer sessions than the ROG Ally, even though the Ally is about 10 percent lighter (it weighs 608 grams). The flatter ROG Ally is easier to carry, but you don’t get a built-in case like the Steam Deck.
Depending on the game, you will definitely notice the high performance of ROG Ally while gaming. Some games that run very slowly on the Steam Deck can be played on Ally, especially if you set the resolution lower than Full HD.
The higher resolution is a plus, but it can also be a drawback for games with crowded text or layouts. For example, in Civilization 5, menus, pop-up texts, etc. in Ally are much smaller by default than in Steam Deck and therefore less visible. Depending on the game in question, you may offer the option to scale the interface, or you can lower the resolution on Ally to make things clearer.
Furthermore, Steam Deck offers one or more custom controller layouts for many games. With the Ally, you may have to create it yourself and the Ally has fewer buttons (two on the back instead of four like the Steam Deck) and no touchpads.
In addition to wider software support, Windows 11 also has disadvantages: for example, a Windows Firewall warning appears if a game wants to open ports for multiplayer and of course Windows updates have to be installed from time to time…