From what I know, most guides on piracy on steam deck involves running the game through Steam’s launcher as a “Non-Steam Game” which kinda feels sketchy to me, since the Steam Launcher portion of SteamOS is not open source, and they could be phoning home to Steam’s servers and reporting me as a pirate. Maybe they don’t go hard on pirates for now, but at any point in the future, they could pull a Nintendo move.
Get a steam deck and either run games not through the steam launcher or just install another linux distro on it?
If you’re concerned about SteamOS snitching because Valve I don’t know why you’d consider Windows which has proven extensive telemetry.