Another method, dont get me wrong you can install like the sega packs and stuff through steam and buy them that way, but its super simple to setup emulation on the device, actually impressive, can emulate up to ps3 and x360 levels fairly comftably
XCOM: Enemy Within/Unknown reports as not compatible, but I finished a run recently and it was perfect. You have to remap the controls a little in order to have mouse & button emulation on the trackpads though - the first time you load up the game you need to use a mouse in order to switch it to Xbox controller input. XCOM 2 does run, but the UI elements are quite small and hard to read on a small screen. I haven't tried OpenXcom or any of the other original games, but a potato could run them. Although you'll need mouse & keyboard for those games and you need desktop mode to install OpenXcom.
Has anyone installed the Xbox app on the Deck yet, in order to take advantage of the Game Pass library? I've just tried cloud-playing The Ascent via both Edge browser and the app, but it was awful on both. Don't know if that's standard, or whether it's because I have about 600 tabs open, but I'm wired to the router (35 Mbps, I think) so I wouldn't have thought that connection speed was the issue (and tabs certainly shouldn't affect the app). EDIT: Turns out having many tabs open may have been the culprit. Also, playing via browser seems to yield better results than Cloud via app, oddly. Plus this might be of use to someone.