I feel like you’ve just described a garden. There are no walls. You can just walk out of the carefully curated garden and nobody will stop you. Heck, you can even bring things from outside of the garden back with you. Yes, things aren’t as pretty outside the garden, and yes, it may be a bit intimidating if you’re not familiar with the wild lands of Linux, but that’s just the nature of modern computing (regardless of what OS you’re using).
By default you start in Steam Big Picture mode, but you can, without doing anything unusual, likely without even needing to read a manual or follow a guide, easily get to Desktop Mode. From there, you can easily install anything that’s available for Linux. You can even install an entirely different OS. At no point does Valve do anything to stop you - if they did, that would be the “wall” in question. And they make it pretty easy to add anything available in desktop mode to Steam, which means you don’t even have to leave the “garden” to play those games.
You can also, once in desktop mode, easily install Heroic or Lutris (which enable installing games from other third party stores, like GOG and Epic), EmuDeck, or Chiaki via the Discover Store. (You can even install RetroArch directly via Steam.) AFAIK, the repo Discover uses isn’t maintained by Valve, so everything available there is “outside the garden,” as it were.
If you’re not computer savvy and aren’t familiar with all this, there are tons of resources out there that can help. But even if there weren’t, I struggle to understand how the Steam Deck would be different from any other computer, with the exception being that it provides a console like experience with Valve’s storefront emphasized - and every modern OS I can think of has an app store or GUI package manager, so… that’s not really all that different.
So I guess my follow-up question is: how could Valve change the Steam Deck to make it not a “semi-walled garden” (optimally without making the experience worse for the people still in the garden)? I can’t really think of anything other than somehow enabling anyone (e.g., GOG or Epic) to add their store as a Steam app and then letting those stores add games to your Steam library - and unfortunately that would be problematic for a number of reasons (both legal and practical).