Remote code execution vulnerabilities galore in games that haven't been patched in decades. UT99 servers can send dlls, so some even do it on purpose back then. It doesn't require much: imagine a RSS feed on a game menu. The parser has a RCE. The domain name expires. It doesn't take much.
For now, some anti cheat systems do not work on Linux. If that's the price to pay for avoiding these invasive tools, then so be it. I don't want a 0day in some random anti cheat system to ruin my day/year/life.