USB-C video is usually DisplayPort Alt Mode, which uses a completely different data rate and protocol from USB.
Even using old 2016 hardware, a computer and USB-C cable that both only support 5 Gbps USB (such as USB 3.1 Gen 1) can often easily transmit an uncompressed 4K 60Hz video stream over that cable, using about 15.7Gbps of DisplayPort 1.2 bandwidth. Could go far higher than that with DP 2.0.
Some less common video-over-USB devices/docks use DisplayLink instead, which is indeed contained within USB packets and bound by the USB data rate, but it uses lossy compression so those uncompressed numbers aren’t directly comparable.
Anbernic devices in particular are known to ship with an SD card that’s preloaded with a fairly large game library. I own a RG351M which did indeed include a cheap card loaded with both the OS and a collection of games by Nintendo, Sega, and many others, plus some strange rom hacks. I immediately swapped that card out for a better one with a better CFW and my own files.
Most other notable names in the emulation handhelds space like Retroid, Ayn, and Ayaneo expect users to be able to provide their own files instead, which I’d say makes more sense.