EDIT: The SRM devs seem to be on vacation :D, so I've forked SRM and added it to the EmuDeck installer temporarily so my fork is used instead of the official release, reinstalling SRM from EmuDeck -> Manage Emulators finally fixes the issue, when they update it's branch SRM will autoupdate back to their official release.
There's currently an issue in the latest Steam Rom Manager release that prevents Collections to be created, we've submitted a Pull request to the SRM repository : https://github.com/SteamGridDB/steam-rom-manager/pull/775
As soon as that is approved and merged the issue will be resolved, until then we recommend launching Steam Rom Manager directly instead of from the EmuDeck App.
Steam Rom Manager paths:
Linux -> Emulation/tools/Steam ROM Manager.AppImage
Windows -> Emulation/tools/srm.exe