Yeah, you can add your own custom images to games in Steam, it's just that because of how many different sizes depending on what screen you're on and when you last played the game, you need to make a whole bunch of images to do it properly. Not to mention that for some reason in Steam for Linux, it will only show game icons when they're PNG files rather than ico or jpg files, leaving it blank. So more work for linux users, lol!
But I would love to see a borderless window and borderless fullscreen mode. Plus I can't wait to afford to get a Steam Deck to play this on the go! :D