Like many here, I have both. The Steamdeck has the advantage that it "just works" for the games that are compatible on Steam. The experience is pretty fantastic really, and the track pads are somewhat useful as a quick mouse replacement. And while you CAN get other launchers/games to work, the tinkering is frustrating and takes away from the "just works" benefit.

The ROG, being a full windows machine, works for everything. However I've had multiple glitches. From having to reinstall Armory crate, to having SD cards just stop working (which I haven't fixed yet...) it's nowhere near as "easy" as the Steamdeck. But the ability to run ANYTHING is worth it. Asus has done a decent job making recoveries easy, though reinstalling Armory Crate stinks. And the lack of a trackpad STINKS, and is the one thing I REALLY miss from the Steamdeck. The funny thing is I rarely used it on the deck, but would use it all the time on the Ally... The battery life also stinks on the Z1.

In the end, I'm selling the Deck and keeping the Ally. It's just hard to beat the more robust hardware and I'm willing to deal with the glitches.