As others gave said, the solution is a VM but once setup correctly, you won’t notice.
If Windows is your primary computer, install HyperV, the built in VM manager for Windows. Then create a Linux VM for your NAS.
Once setup, you won’t even notice. HyperV auto saves and reloads the VM whenever you reboot. You don’t even need a window open for the VM, it runs in the background until you run the manager to connect to the VM and see it in a window.
If Linux is your primary OS, do the reverse and put Windows in a Linux VM.
Don’t hassle with Proxmox, etc. That’s for running lots of VM’s and toggling between them.
One but buy extra controllers so 4 people can play Mario Kart, etc together.
Edit: btw I had the same confusion over the switch which caused me not to buy it for years. Last year someone visiting with their child expressed the same confusion.