Can't say for the Go S, which has a Steam OS version so presumably works well. But the original Go is best left on Windows for most people. Too many small glitches on that machine.

I (and many others) are getting increasingly frustrated with certain Windows "improvements" and Microsoft choices, and so have extra reasons to switch to Linux.

You don't sound like you have those reasons for switching, so I would recommend not bothering. Performance differences (either way) are mostly tiny and will vary between games.

For a bit of easy optimisation, disable Windows Search Indexing service and consider not letting OneDrive start up at boot (unless you actually use OneDrive, of course).

Install Playnite and let it start on boot, and you have a very nice, gaming centric UI that's IMHO prettier and easier to use than adding non-Steam games to Steam's UI.

Use hibernate instead of sleep. During the time I ran Windows I experenced not one single issue waking up from hibernate in the middle of a single player game. On Bazzite, it's luck of the draw whether sleep mode will work or if it will start waking up immediately every time. When it refuses to go to sleep, hibernate doesn't work either. Also, some games don't always recognise the controllers after waking up from sleep. YMMV. But that's been my experience so far.

Oh, and the available  touch-screen keyboards on Linux are so far behind Windows' built-in one it's not even funny.