Unless you are blocking the vents on the back or top of the device, it’s very unlikely that you will drive your Steam Deck “too hard”. If you do somehow manage to drive it “too hard”, I don’t think it will warn you (someone correct me if I’m wrong on this) but what it should do instead is something called thermal throttling whereby the device will scale back it’s performance to stay within a certain thermal threshold.
TIL - thank you for sharing this!