As a software dev, I don't think there really is a better way. One thing you could do to avoid this is to install a second drive and boot to completely different OSes. You could boot to a Linux drive for personal stuff, and only use Windows for gaming.
These gaming companies are pretty aware that they go bankrupt if they either get a reputation for abusing anti-chrst data OR are full of cheaters. They have some incentive to use data ethically. But it's still a good thing to keep an eye on.
They refused to respond to an Australian government investigation. (Because Elon fired the two people who interfaced with Australia.)
The fine is not directly because they haven't cracked down*, but because they couldn't competently answer if they're handling it at all.
(* and they've probably fired enough trust and safety people that they're also having trouble there, but that's not exactly what the fine is for.)