I need to keep the display on the whole time and considering how slow my internet connection is, it is a lot. I am surprised that there is no option to download the games while in standby or sleep mode.
I know that the Deck lowers the brightness but it seems to be awfully ineffective and of course I am also worried about display burn in.
No.
Those features are part of the desktop environment, which doesn’t run at all in game mode.