I use mine exclusively for emulation and ROMs, entire libraries of every single game released for older systems. The SD card I have for that runs them fine without issue. Potentially with newer/bigger games you might come across issues, that I haven’t really done at all.

I’ve been using a 1tb sd card with mine and my steam library. Not any noticeable difference in speed between the internal ssd and micro sd.

How many different game are you trying to play at a time?