You can press the power button on the Deck while in the middle of a game and it'll suspend. Pick it up hours/days later and hit the power button and it'll instantly resume your game. I don't believe the Ally can do that.
With the Steam Deck you can just hit the power button and it'll suspend immediately. Press the power button again and it'll resume your game immediately. I don't believe the Ally or any Windows devices has that instantaneously feature. Its been so awesome for quick game play sessions throughout the day around the house. Or when I've traveled.
First I read about it