If all you want to use it for is docked play, you’re better off getting an HTPC which will give you far superior performance for the price. There’s sacrifices that have to be made for a portable device that just aren’t applicable to an always powered device.
Valve knows exactly what they’re doing and they’ve intentionally avoided retail, for a reason. Retail is a bloody nightmare. You have split inventory, you have to share margin with the retailer, you’re beholden to whatever dumbass things the retailer decides to do. Also, Valve doesn’t have the weight of an Apple, Samsung, etc. Major corporations like that have products retailers can’t afford to not have on their shelves, so the power balance is in favor of the manufacturer. For Valve, the retailers would have the power, and Valve would have to assent to things like sales and such on the Deck when the retailer wanted, which they would then be forced to match, whether it was convenient or made sense to them. Direct sales hasn’t hurt their ability to move stock one bit, and it’s an infinitely better position for any company to be in, if they can make it work. Valve isn’t moving unless they have to.
Physical media is just laughable. No one actually wants this for PC, even if they think they do. Any physical media is far more susceptible to time than Steam is. PCs aren’t time capsules like consoles are. What are you going to even put it on? A CD? I damn sure don’t want any precious space that could be used for a bigger battery taken up by a useless drive and who’s going to play a game with an external CD drive dangling from the USB-C port any time you want to play the game. A microSD? If the whole reason is having the game for years into the future where some apocalyptic event has taken down Steam, that microSD is going to be long dead before then, trust me. Some sort of custom cartridge? That’s just a great way to lock your purchase into one device forever. One of the best things about PC games is they’re device agnostic. You can play it on a desktop, a Steam Deck, an Ally, a laptop, in the cloud with a service like GeForce Now. Take your pick. Why in the world would you want to throw all that away?