Probably less convenient than through steam, but just installing heroic launcher or bottles or lutris or the likes makes that really easy. Most of the games installed on my steam deck are through heroic, same with on my desktop pc. In fact heroic launcher was a significantly better experience for me compared to gog galaxy when I was on Windows.

I agree that GOG should put out a Linux client to make things easier, but with Heroic as an alternative, getting the games working is pretty painless. The only thing that sucks there is that Heroic doesn't update its Proton versions on its own.