In classical debate, it's the person presenting the opinion that needs to present the evidence to support it rather than the other guy having to go looking for evidence of someone else's argument- evidence that might not exist and wastes their time.
That some people think of SteamDeck as a console can be taken at face value. That forums might have a sizeable number of people who think it is a console can also be quite comfortably taken on faith, although that's better supported by someone who thinks that collating the data and saying, "in this forum, a quick look reveals about 30% think..." or whatever.
That wouldn't prove 'many people' think of SteamDeck as a console though. Forums are self-selecting subsets of people, rarely representative of the wider community. To prove 'many people' out of the millions of SteamDeck owners think of it as a console, there'd need to be better evidence than anecdotal forum messages.
This doesn't necessarily need to detract from the argument. All that needs to happen is either evidence is presented, or the argument downgraded from 'fact' to 'my opinion'.
...becomes...
No-one needs the burden of evidence, but the argument also isn't authoritative and doesn't establish a fact to steer the discussion.
Personally, I'd be shocked if a large number of SteamDeck users aren't aware it's a computer running Steam as it's not advertised (AFAIK) outside of existing Steam users as a general entertainment device. But I can definitely see people who wouldn't want a PC be willing to play on a gamified PC like SteamDeck as it operates like a console. I also expect Steam users to refer to it as a console as it's a more like a console in operation than their PC, but that wouldn't mean they think it's closed hardware without other OS options. You might have some owners who saw a Steam gamer showcase SteamDeck and see it as a portable console and buy. I think this will be a small subset of the millions of owners though. I have zero data on this so it's just an unqualified opinion and discussion point.
More relevant of XBM, a consolified OS would definitely help Windows reach a different audience. If operating an XB requires engaging with Windows like it's a desktop, plenty of people would be discouraged from owning.