The policy is due to their having a spa as one of their selling points. If you want to bring a girl over, either pick them up in the lobby maybe, or say they're your company for the night, or just stay somewhere else
If you really want a handheld, go with the Steam Deck for now. Unlike ROG Ally and the aforementioned Legion Go, it’s running SteamOS, a fork of Linux. So it might not run all your games, but the UX is definitely better than just running Windows