The idea of P2P in competitive videogames strikes me as absolutely insane
With NAT, you can still receive DoS attacks, still have your game networking exploited, and still be geolocated. The only remotely security-related benefit is that instead of your ports being exposed to the wild internet, they're exposed to your router which is more of a side-effect rather than an actual benefit. Its not a reason to not bother having a firewall.
What's insane, is the idea that you want me to use and pay for some crappy AWS server that spies on my data instead of directly connecting to my friend using my own equipment
CG-NAT doesn't really prevent geolocation. Better services will still pin-point you to the nearest city. There are perhaps easier ways to get your private info or your money - phishing and ransomware seem to be still very popular. Don't have to hack games that only relatively few people have. It is more profitable to attack a bigger market or more wealthy institutions or companies in foreign countries. Also, if you hack the central game server, you will have a lot more victims... Choose your poison.
I guess, there are no games or other software that cannot be audited in high security installations. At home, having a work computer and a game computer (or a VM with GPU pass through or whatever) might be a safer choice in any case independent of IPv4 or IPv6 usage or the quality of your firewall.