I used the Facebook posting feature back in 2018 before I had an SD card because I was running out of space. I regret it now though because it severely compressed the video & audio and entirely wiped the date/time metadata. Even though I don't recommend it, I feel that Facebook would be a better option than Twitter, because you can private posts.
I do think there should be more easy official wireless options, but it isn't actually difficult to transfer your screenshots & video's over to a PC. All you need to do is put your microSD card in an SD card adapter, and plug it into a PC. Although that worked better back in 2017 when it released; most computers don't have SD card slots anymore.
You're right about the classic games like NES, SNES etc., but I know for one that they took down Super Mario Bros. 35 permanently which is a part of the NSO subscription.
ASUS breaks your ROG Ally if you don't pay $200 for warranty repairs: SCAMMING COMPANY! ( youtu.be )
Nintendo Switch Is Removing Integration for X, Formerly Twitter ( comicbook.com )