basically not much diff
rog / leg go: windows, can run higher end games at higher fps if u up the tdp (20w+). leg go has a 8.8 screen so it can serve 2x duty as a tablet (u can try on rog but 7 inch is a bit small for windows). rog is more mature but not recommended if u use sd cards ( history of frying them). if u play mostly non steam game and dun mind meddling with windows, this 2 are better.
Steam deck:
If u want a console experience and play mostly steam game , this is almost ps vita like. also u can run games at decent speed (30 fps) at much lower tdp (8-10w, the windows one are roughly 50%-70$ performance here) and have a much better battery life...........