I don’t have the words to do it justice, but I’ve heard the art style described as “Silk Punk”, and it takes obvious inspiration from the manga/anime “Blame!” where a future megacity has grown completely out of control. It creates a dark, oppressive and, well, bleak science-fantasy world where all structures utterly dwarf the player and make you feel insignificant and lost as you traverse it.
The game itself is unfortunately quite janky in a number of ways (it’s a very ambitious game made by a tiny team of three people), though it has been improved tremendously since launch. But the atmosphere alone made me stick with it even when it was in much rougher shape than it is now.
Also, Scorn. H.R. Giger-esque biomechanical world, into which you are dropped without any context and left to puzzle your way to the end. Unfortunately it stumbles in terms of gameplay when it tries to be a shooter too, which it doesn’t do a very good job at. Still, a very memorable experience, and short enough that I would recommend it to anybody who enjoys the grotesque and doesn’t mind body horror.
Check out Retro Game Corps on Youtube. He reviews tons of handhelds with a strong focus on emulation. I have a feeling some of the handhelds he covers might be better value for your use case than a Steam Deck.