As far as I know, CasaOS (same as Cockpit) is installed on top of a default OS install, so you could always access the OS directly to install/configure things outside of it, if the need arises.
I would not say you would be held back by it, if it does what you need. And for what I can see online, you can install any docker container even if it's not on the default catalog of CasaOS, or access the OS.
If you want to grow your knowledge of how things work, or how to deploy services without CasaOS, you can always do so in parallel of using CasaOS, so I don't see where the issue could be.
MSI Sword 15 here, with Intel + Nvidia, In my personal experience is runs almost without issues using Manjaro as a Distro (have not tried other distros on this specific machine).
Your experience could be different depending on your specific laptop model and how recent it is.
Keyboard lighting and fan on/off works without issues, the only 'Fn' key that does not work apart from the one for MSI windows software is the one to block the trackpad (and I just configured another keyboard shortcut for it).
Using Wayland, I can not use an external monitor connected to the HDMI port on the Nvidia card (No idea if it is fixable now, haven't looked on it recently), but with Xorg I can run an external monitor in the HDMI port and extra ones with a dongle on the USB-C (so far tried with 3 without issues)
Friendly distros recommended these days as far as I know are Mint and Zorin if looking for something Ubuntu or Debian Based, Apart from that there is Fedora or Arch based distros but may need a bit more knowledge and getting used to.