Just ran into this problem, and thought I would share the solution for others.

Metaphor: ReFantizio is the new Atlus RPG, and it has a pretty lengthy demo where your progress carries over to the main game. However, this doesn’t work on steam deck because each windows game has it’s own pretend file system for files, and the full game can’t find where the demo saves are. This is an issue with other games that have demos as well, but the file paths will be different depending on the game ID and the save location.

To fix it do this:

  1. Go to desktop mode
  2. In the file explorer, enable show hidden files (three bar menu in upper right)
  3. In the file explorer, navigate to /home/deck/.steam/steam/steamapps/compatdata/3130330/pfx/drive_c/users/steamuser/AppData/Roaming/' and copy the folder named SEGA`
  4. Now go to /home/deck/.steam/steam/steamapps/compatdata/2679460/pfx/drive_c/users/steamuser/AppData/Roaming/ and paste that SEGA folder.
  5. Now relaunch the full Metaphor: ReFantizio game and select new game. It should tell you it found demo save files and that you can import them.

If you have any questions let me know. The same solution should work for other demo>full game save transfers, but the Steam ID number in the file paths will change, and possibly the save file location as well.

Edit: Much later, I realized that Atlus actually provided a guide for this as well: https://store.steampowered.com/news/app/2679460/view/4518890760248770930?l=english

Could have saved me some time with troubleshooting, but oh well. I appreciate that they specifically offered advice to Deck users.