It's not so much that you can't change parts of your system permanently. Think of it more so like the system partition of the OS is versioned like it's a git repo. Each time you make a change to the OS filesystem the change is written to a new version of your OS that is layered onto the previous version, and then those changes are commited to the filesystem store, and a new boot entry is created.

So it's a slightly more involved process to install new/update system packages (you have to reboot into the new version of the OS for the changes to take effect), but you gain a massive advantage in stability as a result (if the new version fails to boot or has other unexpected behavior, just reboot into the old, known working version).

Edit: I'm using Bazzite on two devices btw