They could have easily crammed the Steam Deck full of stuff to make it hard to use for piracy - locking down everything, making it usable only to play games you legitimately own, force you to go through who knows what hoops in order to play games on it. That’s what Nintendo or Apple or most other companies do.
But they didn’t, because they realized they didn’t have to. It’s 100% possible to put pirated games on the Steam Deck - in fact, it’s as easy as it could reasonably be. You copy it over, you wire it up to Steam, if it’s a non-Linux game you set it up with Proton or whatever else you want to use to run it, bam. You can now run it in Steam just as easily as a normal Steam game (usually.) If you want something similar to cloud saves you can even set up SyncThing for that.
But all of that is a lot of work, and after all that you still don’t have automatic updates, and some games won’t run this way for one reason or another even though they’ll run if you own them (usually, I assume, because of Steam Deck specific tweaks or install stuff that are only used when you’re running them on the Deck via the normal method.) Some of this you can work around but it’s even more hoops.
Whereas if you own a game it’s just push a button and play. They made legitimately owning a game more convenient than piracy, and they did it without relying on DRM or anything that restricts or annoys legitimate users at all - even if a game has a DRM-free GOG version, owning it on Steam will still make it easier to play on the Steam Deck.
I actually bought some games on Steam I already owned on other launchers because while I could set them up via Lutris or the like just hitting “Play” is so much easier it’s unreal. Valve is doing so much to make Linux game as comfortable as possible I don’t even remotely consider buying from anyone else because there it’s a pain in the ass just to get the game running once, never mind keeping it running through updates
Not to mention keeping game saves in sync. I’m experimenting with syncthing for my pirated games, but I have to admit that just getting the Steam version sounds much more sensible now that I’ve my Steam deck.
I use syncthing for my emulator savestates between retroarch on my deck and retroarch on my android tv(no steam client or steam cloud sync for android or android tv), no matter where i decide to play I always have my most recent save. It also has versioning so i can go back to older versions of saves. I use a virtual private server(or seedbox) running syncthing as the in-between cloud host.
I wrote up a guide on how to do it in the Steam Retroarch community guides. It shouldn’t be much different for PC game saves, just choosing a different folder, specifically the one with your chosen files.