I think what's special here is:

1) Full compatibility with SteamOS. You won't have to fiddle with drivers/hardware/whatever to get it working[1].

2) The physical hardware is maximally condensed, more so than you'd be able to do yourself with a SFF build.

I'd have definitely considered this if I wasn't already doing my own SFF stuff. Gaming on the Deck is a delight and I'd love that console-esque experience for my primary gaming PC as well.

[1]: Incidentally, it looks like they're working on broader support. Sweet! https://www.theverge.com/games/953411/valve-steamos-desktop-...