Current-era Microsoft continuing to push the boundaries of consent.
Microsoft Edge is a good browser but for some reason Microsoft keeps trying to shove it down everyone’s throat and make it more difficult to use rivals like Chrome or Firefox. Microsoft has now started notifying IT admins that it will force Outlook and Teams to ignore the default web browser on Windows and open links in Microsoft Edge instead.
What kind of files are you concerned by? Pretty much all pictures, videos, docs, etc. will all open on Linux without issue. The only real thing you have to think about is the applications you use and whether they can be run on Linux or have acceptable alternatives.
Most of the things I have could run on a Steam Deck, the only exception being a few games owned by Microsoft and only available on the Windows Store. Most of the files I would transfer would be save files from different games, though most of them could probably be uploaded to Steam Cloud