But if you wanted to justify wiping your $700 gaming handheld because you'd rather never see a Microsoft Teams notification again

That's reason enough. I won't even try to list the other reasons why windows should be listed as malware, because they're too many at this point, so wiping any device that comes with it and installing something sane is, IMHO, a civic duty.

Yah, I know, I'm preaching to the choir...

There are good things to be said about the Ally, but I find the soon-to-be-released GPD handhelds more interesting. Both are officially stated to support SteamOS (which means plain Arch and possibly other distros should also work great) and offer something different from the Deck and Ally in that the GPD Win4 is much more compact, and the GPD Max 2 has a much larger display.