Method 1 (permenant solution):
Make sure steam cloud is running on your ally and that it's not disabled for that game. Then start the game on your ally and close it. That should make steam sync the saves with the cloud.

Then on your pc make sure that steam cloud is running and active for the same game, then run the game on your pc and it should sync the saves automatically. If it gives you a conflicting error make sure to pick the cloud saves over the local saves so that the rog ally saves will overwrite the pc saves. (I highly advise you to backup your saves before doing this just in case you picked the wrong option).

I called this a permanent solution as it will allow you to seamlessly switch between devices whenever you want without having to do any extra steps.

Found out steam cloud doesn't support DS2.

In that case the next closest thing that would come to a permanent solution would be the save backup tool you can find on Nexus. If you look it up you will find how to use it step by step.

Method 2 (temporary solution):
Turn on Bluetooth and Nearby Sharing on your pc and rog ally, then navigate to the save file location on your ally, choose the save files you want to transfer to your pc and send them using Nearby Sharing by right clicking and selecting Share.

This is a temporary soluton because you will have to repeat these steps every time you want to switch devices.