I would argue that if you’re an Xbox gamer with no interest in PC and no interest in trying different eco-systems then yes the new ROG Xbox Ally will be your best bet. You might not get quite the same performance as the SteamOS models but you’ll have access to your GamePass, cross-buy library titles if you have any and a familiar interface.
I use a dock with my steam deck. Highly recommended. I was shocked at how seamless it was as an experience.