I'm not the one comparing, others are saying the current Steam Deck (OLED or not) is a better device, but it's clearly not a better device. As others gaffers have stated let alone the differences in performance (resolution, fps, etc..) there's a huge difference between being capable or running a game or not, the Steam Deck is aging and it's showing it's hard to keep it up to come AA and AAA titles released recently.
By no means I'm saying the Steam Deck sucks, but disagreeing with those people claiming it's a better device than the ROG Ally X, which is not. You might think the Steam Deck is more than enough to run those games you are interested in, so that might be more convenient for you, but that doesn't mean it's a better device.