WPS is so convenient to use. But the Steam Deck interface (KDE) doesn't make it super easy to use it. And typing in a long password on a touchscreen is annoying.
So to connect using WPS, you will have to use the terminal. First, switch to desktop mode and press the WPS button on your router.
Launch the iNet wireless daemon
Then, run this to connect with WPS.
wsc wlan0 push-button
Done. After a few seconds your Steam Deck will be connected to the WiFi.
Merry Christmas :)