Is it like that just by touching it, or do you get that sensation when the thumb stick is pushed all the way forward (so the stem is in contact with the shell)?

If the former, then I don't have any advice since I haven't felt it myself.

If the latter, and it feels almost "grainy" or rough when moving it side to side while pushed all the way forward, then mine had the same issue. I fixed it by buying some cheap joystick protectors on amazon. Now they feel totally smooth at all times, it was just a rough edge on the shell rubbing against the joystick stem.

Most of the stick caps sold for the deck are capacitive, they can even help you maintain a good capacitve connection because it's easier to keep in contact with the rubber cover than it is to stay touching the depressed part of the stick cap.

As for the feel of the sticks, they use potentiometers which might be the cause of the feeling difference you're talking about. ~~I know some xbox controllers (like the ones on the elite series 2) use hall effect sensors.~~ You can buy replacement sticks for the steam deck that also use hall effect sensors, they may feel smoother to use.

Edit2: apparently the source I read was wrong about the elite 2 controller having hall effect sensors. Disregard.