I think what Valve should do is focus their efforts on making Windows as stupidly easy to install as humanly possible because far more likely than not, the Steam Deck will be most people's first foray into PC gaming.
Something like this is totally unacceptable due to the amount of time and effort required to install Windows on a Linux machine and despite the praise being sung about Proton, its compatibility layers aren't by any means a substitute for native apps.
Productivity
If you're like me, then gaming's not the only thing that you're gonna do on your gaming PC. It's likely also your "work at home" solution and not having access to things like Office, Photoshop or Blackmagic DaVinci Resolve will be nothing short of a kick in the pants. If people see themselves having to use the Steam Deck in docked mode as their productivity PC at home, then the installation of Windows is pretty much mandatory.
Fighting games or other cases where anti-cheat systems are NOT VAC, EAC or BattlEye
In games that use anti-cheat systems not covered by Proton's compatibility layer, it is worth noting that Proton will most likely be detected as a cheat. I think fighting games are the best examples of this since they will use their own proprietary measures, and I recall Bandai Namco Studios' official response to Proton being detected as a cheat being summarized as "Install windows. Also, we're not unbanning you cuz linux gaming is a joke"
Valve will do the work for me
This is mostly me just being a bit annoyed about Creative Assembly pulling the plug on their Linux support. It's an extremely unhealthy attitude and I think that in the long run, it will only create more problems for the Proton compatibility layer than Valve can realistically solve. Though ultimately, I think it's Valve's responsibility to sell Linux gaming not to consumers but to video game developers and publishers. I think the best way for Valve to go around this would be to offer a more generous cut than the default 70/30. 88/12 is most likely unsustainable when you consider the Steamworks DRM and Steam Community features, but i think it's still important for a middle ground to be found if Valve's to give Linux game developers special treatment with how their profits are split.
Other platforms
Steam may be your first pick when buying games for PC, but it shouldn't be your only place to do that. Players who have the mindset of "don't put your eggs in one basket" will likely not be able to play games on other platforms and in hindsight, I think that should've been my first point about why Valve should make the installation of Windows as easy as humanly possible, even if they don't intend to bundle Steam Decks with Windows.
Like, i can commend Valve for making a Steam Store UI that's specific to the Steam Deck so as to not just use store.steampowered.com since that URL will just show the Steam Linux library on Linux machines. However, i think there will be enough discontent towards the Proton compatibility layer that they will want the option of being able to install Windows