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.
Steam / Valve doesn’t care if you pirate games as long as you don’t involve their servers. This is a pretty known / accepted fact.
If you really are worried just install a different OS on steam deck and don’t use steam at all.
I don’t think I would personally really consider using windows for anything these days. Semi-ironic to be concerned about steamOS spyware when you are comparing to windows which for sure has spyware.