It would be pretty easy to add a trigger when it plugs in to check if you're above some battery threshold, and, if you have pending downloads, complete them with the screen off, with a "download then sleep" button on the download page that turns off the screen.
I'm fine with other priorities instead, because the actual pace of development is perfectly fine, but it could be done without a lot of downside.
I think psvita did it right. If you turn off the screen with download in progress, it'll continue the download, but will pause if it's not completed within about an hour so you won't get surprised with drained battery next time you turn it on. Windows "modern standby" however is notorious for draining laptop battery when you put your laptop to "sleep". Maybe valve can get it right unlike microsoft, and if they do, would be great if it could be ported to other linux laptop considering steam deck uses a laptop SoC.
Supposedly a big part of the issue is around specific low power states of the CPU either not existing or not being supported correctly. I don't really follow any of that that closely.
But you don't need any of that for a solution that would satisfy the vast majority of customers. Just doing the heavy lifting during "sleep" (to the user; the actual processor sleep state isn't important) only when plugged in would solve close to everything and kick the inconvenience from "most users" to "edge cases" with minimal side effects.
I mean, even the 3DS and the Vita were capable of performing this with the screen totally off (the 3DS lid closed).
And we are all used to doing this as a background task after all, I can even imagine myself having to have the screen on all the times to download the endless updates of my PS4 🫥