VMs are normally a better solution for isolation, although with games it's probably better to let them run on the hardware while the sensitive stuff gets its own VMs.
> Today, I purchased and installed Dead by Daylight with the intention of playing with some friends, only to start the game and find a message from Easy Anti-Cheat stating that the game "cannot run under a virtual machine."
[1] https://www.reddit.com/r/VFIO/comments/100yqok/bypass_eac_ca...
[2] https://www.reddit.com/r/blackdesertonline/comments/px0flc/v...
Still anecdotal, I know, but it seems to be a rather small issue.