XeonicDevil: long story short, steam is ran by a bunch of crazy nut jobs and i'm sure they run experiments on players.
if you really want to go full rainman and avoid any data collection, spying, or "experiments" as you call it, GOG is still not for you.
The only real option you have right now is the following:
-get the original model of the PS5 with the disc drive;
-buy games on local stores, paid in cash only. better option would be to buy them used from craigslist/whatever resellers.
-keep your PS5 offline at all times
-grab a game disc, pop it in, wait to install, and play.
-DONE.
no account, or one time connection is needed at all.
this is the only way to play games 100% privately nowadays. with GOG, they'll still get data from you when you buy a game.
enjoy this while it lasts, because big corpo and its legion of brainlets are killing physical media.