Oh, hey, a unicorn. I say to you, neigh.
I'll be honest, the eGPU thing is a step too far for me, but I'm mildly impressed to learn it works. AMD, I presume? As fas as I know Bazzite don't even provide a build with the Nvidia drivers on top of the Legion Go customizations, right?
I think Bazzite, at least dual booting, is a bit of a no-brainer for the Go because man, is Lenovo's Windows software frustrating to use. I don't understand why Lenovo decided to have two separate dedicated buttons for it, neither of which is a Home button. Whatever money they got from their stupid game launcher app serving you ads and sponsored links (I have to assume somewhere between 50 and 75 cents, given their market share) is not worth how frustrating that is.
Bazzite's customizations are faster, more flexible and more convenient... and you get to use the other button to open your launcher's menu, as nature intended.
I'll say that less bonkers handhelds are much better to use even on full fat Windows. If you own a Go, though, you can absolutely see how Lenovo were first in line to tell Valve "just hook us up, we suck at doing this on Windows ourselves".