Portal 2 has a very fun co-op story mode. In fact, I’d recommend the solo story mode for both Portal 1 and 2 as well. One of my favorite video game stories ever.
I haven’t played them myself but I believe both It Takes Two and A Way Out were designed to be played in co-op only so both their stories should be good.
Here’s a full list of crossplay Xbox and PC games. I figure if it’s on the pc, there’s a good chance it could be played on the steam deck as well.
Notable mentions in there that I’ve played and enjoyed are Destiny 2, Overwatch 2, Remnant 2, Left4Dead 2, (I’m seeing a pattern here), and Deep Rock Galactic.