The video games industry wants to own your computer. They don't want you to copy their games or cheat. Taking over your machine is the only way they can possibly hope to accomplish that. Therefore they think nothing of shipping literal rootkits directly to you. This is software whose only distinction from malware is a terms of service buried somewhere that you probably clicked through without reading and technically accepted.
There's also the fact they are proprietary software. There's no telling what they are doing. Sometimes there's literal malware in these things. I'm not kidding about this.
https://www.vice.com/en/article/fs-labs-flight-simulator-pas...
https://www.theregister.com/2016/09/23/capcom_street_fighter...
https://twitter.com/TheWack0lian/status/779397840762245124
https://fuzzysecurity.com/tutorials/28.html
https://github.com/FuzzySecurity/Capcom-Rootkit
I seriously doubt there's any effective way to sandbox them either, they probably need extensive permissions to even work. I wouldn't want to run these things in my personal computer.
For these reasons, you might want to set up a completely separate virtualized Linux system just for this purpose. IOMMU and VFIO technologies allow you to map a discrete graphics card to the virtual machine which enables hardware accelerated graphics at near native performance.
You might want to consider a dedicated gaming machine. To me it feels like a waste since the hardware is great and should also be used for other things.