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Steam data reveals PC gamers shifting from Windows to Linux
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I googled a bit about this, and you are right, it did require installing via Live CD, but you could also directly boot it from live CD.
The PS2 on the other hand had an official Linux on PS2 kit though that came with Linux pre-installed if I understand correctly.
Anyway, I wouldn't hold my breath that the Steam Deck will usher in a bright new future of Linux usage.