I mean, they're not really wrong. Even if Epic was able to make Fortnite run on Linux, literally every Linux user is the kind of person to complain about kernel level anti-cheat, despite that being the most effective way for an anti-cheat to operate.
Just look at all the negative sentiment and anger in this thread. Probably all 2% or whatever of the total global Linux Desktop OS users are in this thread complaining about something or other, and most of them probably would never even play/install Fortnite if it was Linux compatible. I don't blame them, really.
Perhaps, but the number of people who own a Steam Deck is so small that it most likely is not worth it financially for Epic to do the work. Its not like they can just click one button and it solves all their problems, the most likely problem is anti-cheat. Even if they did, they would need to at least guarantee sales that would pass their cost of business, and for Steam Deck users that seems highly unlikely.