What features do you specifically want? You mentioned sandboxing. Anything else?
I’d say just keep it simple. If you’re comfortable with Debian then stick with that, study up and learn how to harden it. Kali, ParrotOS, Mint, Ubuntu…they’re all just based on Debian with different preinstalled apps and desktop environments. Fedora and Arch are kinda weird and unique, I’m not sure if I’d recommend those for anyone, unless you KNOW that’s what you need. Qubes seems interesting, I’m not familiar with that.
But I’ll point out that ALL of these distros are miles ahead of Windows in terms of privacy. So just by using Mint for a while, you were already ahead of the curve.
Playing roms on a Switch means you’re NOT emulating, that’s the reason people jailbreak them. Plenty of Switch games run like crap on a Steam Deck, and the more demanding games are difficult to get running at all via emulation.
I’m not saying a jailbroken Switch is the best option, I’m just saying there are pros and cons. Honestly, I’d recommend OP get a cheap desktop PC with a budget GPU instead of a Steam Deck, unless they need it to be portable. It would perform better for emulation.