Native in this case means processor architecture, not OS. The Linux Steam is still x86/x86_64 code and to run it on an ARM system (even running Linux) will require an emulation layer. This adds substantial amounts of overhead, much more than Wine/Proton does for Windows games on Linux.
I’m not familiar with KDE’s new feature yet, but if it only supports sysfs LEDs then it won’t control 99% of keyboards. Few RGB keyboards have drivers that expose this interface. Most RGB keyboards are controlled from userspace on their official software on Windows, and that’s also what most Linux projects that control RGB devices including my OpenRGB project do. I wonder if it would be possible to write an OpenRGB plugin/script that exposes a virtual /sys/class/leds/openrgb device that KDE could talk to, then translate that into OpenRGB calls to set the color on all available devices. It doesn’t sound too difficult.