At least in regards to the Ultimate controller, a firmware update released recently allows you to connect directly via bluetooth if you want. There may be some caveats involved; I tested it out a bit while ago trying to configure the back buttons (unfortunately, I don't have a Windows PC and eventually gave up). I haven't played docked in a couple months, and even then only spent a bit of time setting it all up, so I may misremember certain details.
Some of it can be, I agree. Some is really easy. It really depends on the game (I can't speak for Witcher 3).
Sometimes it's as easy as creating a mods folder in the game directory then downloading the mod and moving into that folder.
For Bethesda games, I've used rockerbacon's mo2 script and it works well. For other games, I just follow the install instructions manually, however I have encountered some limitations here. Mods that require a program to modify files (eg, texture replacers for the Dark Souls games or to merge mods that alter game_main.arc in Dragon's Dogma) have been a no-go for me so far. There have been convenient work-arounds for some instances (Dragon's Dogma has some mod-packs that include all or most of the individual mods I would've wanted, so I just install that).
And I've definitely encountered a number of mods that require a launch parameter for dinput8.dll (and I think one mod required a parameter for some other dll, although I can't recall for certain); finding this out the first time I encountered it was a huge pain and I only found the answer by reading the forums for another mod on another game. Now that I know about that particular issue, it isn't too bad but it absolutely made the first time modding on the Deck more complicated than I had expected.