A big example of a game that I had to jump through hoops (and just gave up and switched to Windows) was Kingdom Hearts. FF14 (not through Steam) was another example of a game that I got to work fairly well, but the steps to get it working was weird and meant I lost the syncing the real launcher had.
However I do want to mention that I actually did some comparisons, and at least on my steam deck I got better battery life and performance on games running on Windows 10 LTS vs the same games running on SteamOS.
I didn't do extensive testing, but enough to make the choice fairly easy and remove any compatibility issues.