The Steam Deck is a handheld Linux-based PC with a built-in game controller. The special Steam version of Linux (SteamOS) comes with software (Proton) that lets you run a lot of Windows games, and Valve have put some effort into helping/encouraging developers to get their games working with it.

The Nintendo Switch is a closed system that can only play official Nintendo-licensed software. Even if you “jailbreak” a Switch, I don’t think that there’s any realistic way to get modern Windows games running on one.