If you haven’t played it yet, the Mass Effect trilogy. The Legendary Edition runs well on Steam Deck ( one of my coworkers is playing it now on his), and the story is really good.
Since you liked Alan Wake, also look at Control - it’s even set in the same universe as Alan Wake is, too.
If you like horror, there’s also Doki Doki Literature Club.
ampersandrew
resketreke