Ok so first of all, "everyone" is restricted to you and stappern. Now what's the difference between you two? Stappern made actual good and valid points and got me convinced a bit more to stay away from steam as much as it is possible for me in my situation without even insulting me once. If you really think you could get others convinced of your opinion by just insulting them, then I think it would be cool for you to call you stupid.
And that the comparison between doing something that reduces your lifetime and overall quality of live vs. giving others the data they need to stay in compliance with the various legal systems and get you the things you bought WITH money (because you seem to also understand downloading foss software as buying), is so farfetched that it's even crazy to come up with, should be clear.
Ok so this will be the last comment on this thread, I just want to make one final thing clear and I suggest that we get out of our way afterwards.
I totally understand, that selling data to third parties is a bad thing, but even your cited site doesn't claim, that valve sells one's private data to third parties and their privacy policy also doesn't state it (at least the german version I have read through), even more they explicitly state in 5. that they don't sell data to third parties. They only state that they give it to third parties where they more or less have to.
Now one has to decide if they trust valve to hold on their own PP but that is always the case for every platform, even open source ones,because again, no one can easily verify, that they don't do shady business with your data, because they won't give you ssh access for obvious reasons.
Don't get me wrong, I am pretty paranoid as well: I don't use any Microsoft products anymore (except minecraft), I stay away from Meta and Google as well by using e.g. signal and matrix for communication and have lineage on my phone, I use noscript because I don't trust every website's JavaScript and host my own instances for gaming servers, git and other stuff on my netcup server.
But I step out at some point where convenience wins over more privacy and security. I don't package and compile everything myself, have verified the souce code before myself, because I trust the maintainers. I don't have a completely open hardware PC, where I have built and verified everything myself, because I trust chosen manufacturers that they haven't tampered with it (and don't have the time or even money to do that).