Some people install Windows in Bootcamp purposely for gaming, and gaming does wear out components especially the keyboard (if you are not plugging in an external keyboard or using a wireless keyboard) and the logic board due to super high heat build up. Bear in mind always that the MacBook Pro is not meant to primarily be a gaming laptop so it does lack proper cooling systems and ventilations like those you see on Alienware laptops.

On battery life, take note that the battery capacity has been greatly reduced in the new 2016 MacBook Pro units, compared to the 2015 models. For light-to-average use, you can expect good battery life, but once you put heavy load onto it, the battery life may dwindle down significantly. Furthermore since you like to run at high brightness settings, don't expect the battery to last close to what Apple claims it will.

I think there is no power bank in the market that can actually charge the 2016 MacBook Pro while it is being used. Once it is on standby (with the lid closed), then yes perhaps it can be charged albeit at a slow rate. In this regard, it would probably be better to bring along your Apple power brick as it charges multiple times faster than any power bank out there. Only problem is you need to tether to a power outlet for a period of time, something a bit difficult to do if say you are always on the move.

On Apple Care, I read that they are more forgiving on user-based damage and would still repair for you if compared to the standard 1-year warranty. But this is just based on what people say on other forums. Haha.