Basically because any other handheld has a confusing marketing promotion. There's so many variants of Lenovo Legion Go and ROG Ally that people have no idea which to choose or even what are the clear advantages over each of them. Steam Deck has 2 variants: LCD and OLED. That's it. It's a no brainier decision.
Although the Steam Deck OLED has cost almost $800 since its recent price increase, it sold out almost immediately – even though more powerful handhelds are available for less. According to a recent Reddit discussion, there are clear reasons for that.