I forget the exact terminology but I tried putting it into the most permissive mode available. Is still could not work with external hard drives. This was several years ago so I can't say what might have changed since then, but I did spend some time troubleshooting and at the time that functionality did not work. I'd read that it was possible in the previous version (maybe 18.04?)
Edit: Come to think of it, it might not have been as simple as "couldn't access external drives". It might have had something to do with how my disks were mounted and their permissions and mount points. I remember that I hit a wall at some point and further troubleshooting would have required more surgery on my system than I was willing to attempt.
I recently tried Bazzite, and I have to agree. Switching from a traditional Linux distro to an immutable distro is harder than switching from Windows to Linux. I'm not kidding. When it comes to immutability, my experience can be split into two general cases:
I have yet to encounter a scenario where immutability offered a tangible benefit. The supposed advantages seem rather abstract. I can't break my system? Okay...but...well, I already had snapper for the rare occasions when something got royally borked. This is a problem that has already been solved without major compromises, so why are we now compromising so much to solve it again?
It comes with 4 different package management systems (or 6 if you count Distrobox and Waydroid), and they all come with big caveats. I've had to reboot more in the past week than I previously had in the past year on Debian, because every time I need to install something from the main Fedora repo with rpm-ostree (which has been many times already), it needs to reboot. They recommend against using rpm-ostree, but there is no reasonable alternative for a rather wide array of software. It's either rpm-ostree or build a whole mess of things from source and manage them manually. Both options suck very hard.
Still, overall, Bazzite delivers. Everything you see on their web site works out of the box. It's hard to recommend, but it's also hard to criticize. I've never had a smoother gaming experience, and this is the first time I've ever had to spend zero minutes configuring my GPU drivers (outside of macOS, anyway). You get CUDA and ROCm out of the box. You get the latest drivers. It's awesome.
If you're wondering if an immutable distro is right for you, the answer is probably "no". But if you're up for the, erm, "adventure" of learning this new paradigm, Bazzite fucking rocks.