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It will show any captive WiFi-portal however so perhaps watch out for that.

In addition they do have a store with indie games which seems to be more or less open to anyone (I assume there are some checks but I wouldn't trust them completely) much like Steam.

The requirements for getting onto the various platforms are pretty stringent. It's nowhere near as easy as getting onto Steam. You have to go through quite a rigorous certification process before you are allowed to ship your game on the online stores.

Only the hacker needs to do it for there to be a problem

I wonder if you can use Spectre to steal signing keys from the device and jailbreak them. I guess they probably only have the public keys though, for verification.

The Switch only allows whitelisted pages, but sometimes loads them over HTTP (notably Puyo Puyo Tetris opens a web applet to http://sega.jp), so you can MITM yourself and load arbitrary content including your own JS.