Doing a bit of digging, if you value privacy having these in your hosts file may help the east of your mind. Though I am only scratching the surface so far before I buy it myself.

0.0.0.0 api.baldursgate3.game
0.0.0.0 larian.com
0.0.0.0 cloud.larian.com
0.0.0.0 services.larian.com
0.0.0.0 larian.cloud

so next week i assume you will be posting, why doesn't my game work?

if you have BG3 on gog and don't want Larian to know your game details then don't make the Larian account