Don't worry, nothing will be deleted, it's just that the games and any saved files are only available on the Switch if the corresponding SD card is inserted. So you can use many different SD cards. However, it is recommended to buy a large SD card to have everything on one card. :-) The 400GB card is currently on sale. If you need a lot of space.
You can store the important data on your Switch and then change the SD card. But yes, once the SD card is removed, the data is no longer on the Switch.