So my question is will we ever get a proper signal from Valve saying “Yup, it’s now fully compatible with the RoG Ally”. Right now, i’m getting the message “We are slowly adding support for the Ally. Only features x,y and z are not working”.

I do believe we’ll hit a point where they announce official support. But it’s valve time so it’s hard to say when. I’m the meantime I would probably stick to Bazzite, but it’s your call.