The ability to pick a cloud-storage provider to use for automatic 3rd-party game sync. It sucks that I can't play a non-steam game on my deck and then resume on my desktop or vice versa.

Admittedly it's a bit of manual tech fiddling involved, but you can accomplish this by using network shares and some careful scripting. For example, I've got both my desktop and steamdeck with a launch script configured in Lutris on both. The script symlinks a network share path to the appropriate save game location for each game before running the game. Granted you have to figure out where each game wants it's save to be stored, but that's not too difficult once you get used to it.

Fiddly and nerdy for sure, and not for the non technical, but it's pretty nice, I've found! Would be even better if there was some more automated solution though.