

Like Nintendo, they can basically just brick your device
What? No they can’t, stop spreading bullshit. If that was the case it would be much, much harder to install a different OS. I can tell you from experience though that it’s no harder than any other x86 PC.
Yes, I am aware of Nintendo’s hubris. However, that Does Not prove that Microsoft is capable of doing the same. In fact, I think if they could it would be a Pretty Fluffing Big Deal that would be talked about a lot more. However your comment is the first I’ve ever seen mention of the possibility of Microsoft doing it, so I’d really love to see a source.
It does remain to be seen whether the ROG Xbox Ally devices will have a locked down bootloader, but I still very much doubt it.