It's just the way ASUS makes capable laptops. I only hate the fact they didn't even install the Steam OS. They knew what the fuck I bought this for.
You bought it for Steam only?
On GOG I got FEAR 1 and 2 as well as The Witcher 1 and 2 a few days ago when they had a bitchen sale.
THE BEST METHOD to run PSX games (and everything else for that matter) is via Retroarch - http://buildbot.libretro.com/nightly/
If you have any questions on how to set it up on Windows please feel free to ask, its very easy.