You nailed my issues with the steamlink. There currently isn't enough explicit support, and when you run into a game that runs as a win32 executable with menus, etc, it completely rips you out of the experience.

I think it does a pretty good job with what it has, and if they can get more people onboard to being steam link friendly I think over time it'll be a great experience, but for now it's more of a first generation type thing.