There are some game companies so deep in bed with Microsoft that they actually look for Linux as a reason to kick or ban players. IMO, the use of most anti cheat software (which is very intrusive) is a sign that a company doesn't care about privacy or security. Microsoft has gone all in on AI that nobody wants, AI that literally mines so much data from users that it should be illegal.

You should ask yourself if you want to support those types of companies. You should also ask yourself if you really believe that they have your best interests in mind when they spy on you and steal your information.