S21 FE vs Retroid Pocket 4 pro?

I was in the same boat as you few weeks ago. Friends here educated me that for a phone it’s best that you have an SD card incase you want to increase your library. From what I know, s20 fe was the last one to have the SD card for Samsung devices. If you already have a very good phone, best to stick a remote to it and call it a day. RP devices, (I don’t own one) are in the $300 range and please correct me if I’m wrong, there are people here, who already broke their’s within few weeks? Also for emulation, it seems like the SnapDragon is better than Dimensity (which what the RP has, 900 and 1100 for the pro). Screen ratios are another thing too. After contemplating, I went with the s20 Fe route, but I’ve accidentally locked mine - (story for another time, stupid me) so I wouldn’t be able to tell you what’s it like to game on it. I did experience an iOS device with the Razer Kishi, last year, the experience was phenomenal I must say. I almost ended up in tablet route as well, but I don’t think a tablet would be as portable as a handheld device, a phone with remote or the handheld itself.

the s21 will have significantly better performance. I don't think the rp4 will even run any switch games.

ETA Prime reviewed both devices, and one game he almost always tests in the PSP God of War game. The s21 ran it 60 fps at 7x resolution, while the rp4p ran it 60 fps at 2x resolution. However this was on the Snapdragon variant, make sure that's what you're looking at. If you had to get the Exynos one your performance wouldn't be as good (although it would still be significantly faster than the rp4p)

I have an rp3 and I also had an s21 previously with a gamesir controller. I think the rp3 is a bit more comfortable because it's lighter, but the s21+gamepad isn't much worse. The phone is much brighter, bigger screen, significantly faster. I only really use the rp3 these days for older SNES/GBA era games.

As far as storage, I wouldn't worry too much about it. PS2 and Switch games aren't really that big. I think the base model has 128gb, and that would store a lot.