The R36S is a pretty unique device. It is very low powered, by the retro handheld industry standards. It is very cheap (by anyone's standards), and it is not built, maintained nor shipped by any one single company. The strengths of it is that it is so widely available, and one of the smartest developers I know (bmdhacks, who recently joined in as the lead dev for ARMSX2) swears by them. In fact I covered his work for the R36S specifically, not so long ago:

https://gardinerbryant.com/the-anatomy-of-an-impossible-port/

But it really is as entry-level-to-the-hobby as you can get. There are infinitely more powerful devices all over the place. This one, the RGSP is just...different. It is specifically designed to be about as good as you can hope for to play GBA games, but also covers most systems up to PSX.

Comparing the two is waaaaay too apples to oranges to make much sense here. While they technically do the same thing, they do it so differently that owning one over the other (or both) makes as much sense whichever way you cut it :)

It's so cheap and so portable. It doesn't really compete with the Steam Deck. You can take it places you would never take a Steam Deck.