While that’s absolutely true (and that method should work on other Linux devices too) it’s kind of a hassle when you have to change the exe path multiple times just to install the game and it’s dependencies like dx, visual c etc.
I’d recommend that method only if you’re a purist (and a bit of a masochist :D ) and you want to keep the machine as bloat free as possible at any costs
You’re absolutely right. For some reason I had Steam pre-installed in my head, probably bc the SD is the only Linux device I’m using