I think a good point on this actually came up in some of the ROG Ally reviews.
I remember one of the reviews compared Stardew valley on deck vs Stardew valley on the Ally, with identical settings. The Deck used around 7-8w, and the Ally used 17-18w, with spikes over 20w.
The reviewer ended up opening task manager on the Ally, and by force closing a bunch of background processes they were able to get the Ally down to 12-14w. But even with manually closes processes (which is unreasonable to expect users to do), he is wasn't able to get close to the power draw of the deck. This isn't even considering that people tuning gamescope and power tool settings on the deck can get it's power usage way lower, down into the 4-5w range.
Some of this power draw disparity may be the hardware, I've heard the deck hardware is more power efficient at low power than the Ally's. But it's undeniable that running windows seriously hurts battery life, and makes windows handhelds inferior to the deck for low power games.