Im pretty sure gog does have some games with drm.

Im pretty sure gog is more popular than epic games . Alghtough i might be biased due to my country of origin.

Almoast any paradox game , except for maybe victoria 3.

Goblin slayer would be disapointed in you.

No its Just that at some point disk speed provides marginal improvments for most games, especialy since most games were designed with hdd drivers in mind . And sd vs ssd in steam deck are at that point. There are exceptions to that, but they are pretty rare ( alghtough i cant remember one right now but i know i watched one comparison where nvme disk provided actual reasonable benefit compared to sata so i imagine its even bigger with sd card ). So unless you play very specific game a lot that you know benefits from fast disk speed then it dosent really matter that much.

From what i know you can put shaders on sd card.