Heroic is the way to go. Skip Lutris and bottles to avoid complications.
As an aside, if you’re an avid gamer and once you get comfortable with Linux, I would keep Bazzite Linux on your radar. It has a lot of gaming stuff configured out of the box. http://bazzite.gg/
Do you have any tangible proof that you get marked as suspicious in any system?
Also my answer is no. Also, the companies feed on people that have that pathetic outlook of “they aren’t going to stop collecting data”. You can still take measures to protect your privacy and mitigate your information from being farmed. Granted you won’t be 100% unless you are living off grid and away from human contact, but that doesn’t mean you should cuck out to the data farmers.
There is literally nothing in the image implying any of that. That’s something that you yourself are implying.