X Knight just get the SD card so the game saves and patches save to it, so you won't have to worry about it. You just can't move it to the internal storage until Nintendo releases a firmware update to allow that functionality. If you already started playing it, then I wouldn't worry about it, cause Nintendo would have to be completely tone deaf to gamer demand by not giving them that feature.
Also the hype for this game is getting to me. I had planned on upgrading my PC components on my gaming rig, but now I'm very tempted to buy a Switch for Zelda. I'm trying to wait closer to my birthday to see if I still want the damn thing, but it's so hard.