My desktop box is running bazzite and is only used for gaming. I treat it has a console really, it isn't even connected to the internet and doesn't even receive updates unless I want to download a new game. It doesn't have any private data, the only secret I might have is that steam is already logged on but I don't have any payment account/card setup on my steam account.
Appart from the internet connection that might be useful for those gaming online I would expect most gamer machines would be like that.
I ran Bazzite for a little while on my desktop to see how it was for gaming, and it was great, but I do a lot besides gaming, gaming is a small percentage of my time spent on the PC, and I as a full-time Linux user, work and home, I needed something more traditional, I've switched over to CachyOS now which meets my needs well.
Well I don't mix work, gaming (especially with random proprietary code) and personnal stuff on the same device unless there is a good decent separation of the environments. Since gaming is the only usage that warrant a big heavy desktop with a GPU, that I like the conveniency of a laptop for personnal use and have a dedicated work laptop provided by my employer, it is fairly easy to separate duties.