MicroSD cards are crazy slow compared to all other storage, this doesnt seem like a good idea
I had a chance to test Watch Dogs Legion on my fastest SD card (Samsung, v30, 170MB/s read, 130MB/s write) and it was perfectly playable, even cranked to ultra. So I take back my assertion.
I guess my camera software must just be crazy slow, because im more used to real world 20MB/s read.
I will still assert that you need a good high speed card reader, I have seen some cheapo ones that are garbage, but given Valve has full control of that, shouldn't be a problem.