Please go full Richard Stallman.

Control of computing is an all-or-nothing business - even a single compromised component can lead to compromise of the complete system.

Don't trust opaque binaries.

> How do you deal with this situation, do you use a virtual machine, or is there any other ideas I am missing here?

If you really want to run that opaque binary, a virtual machine will give you a decent amount of security. With GPU passthrough, you can even get near-native speed, too.