My thought would be yes. Personality I don’t trust games requiring internet that have no online functionality or when using non multiplayer modes.
Installing mods from nexus in the past I have ran into several PUA and one virus modding original skyrim years ago. These were rare though and I haven’t run into one in a while. I’m an avid modder running 400+ mods in skyrimAE and fo4. Most mod makers just want to make the game better but there is potential for those who have other thing on their minds.
I have also seen on r/piracy that rock star was supposedly selling cracked copies on steam. While I don’t believe all cracked copies contain malicious scripts, viruses, rootkits etc the potential is there and sometimes what you might think are trusted sources might not be so trustworthy.
On Linux I run steam in a sandbox often disallowing internet. Whatever data collection is limited to playtime and in game choices.
It all boil’s down to trust and there bring money and motive in the breach thereof. Multimillion dollar companies have shown their greed and I have removed my trust.
You might want to check out this github link privacy.sexy. It has a bunch if scripts to do all sorts of things. It also has a GUI to customize your script the way you want. Disable telemetry, uninstall default programs like edge and skype. You can setup a task to run on interval’s of your choosing.
I run Linux on all my computers but one tablet/computer and have used privacy.sexy since I bought it. It seems to work well and you can roll back your changes you make if you like or if their script brakes something you need.
I don’t believe signal let’s you import any of your old messages to new device’s for security. When setting up a new device last time I saw a warning about this. It let’s you use the same account but without the older messages.
You could try to copy your ~/.config/Signal folder to the same location on your new device but that might not work. Don’t know because I’ve never tried.
There is also privacy.sexy. they have a bunch of scripts to do just about everything you want to increase windows privacy. They have a GUI that will help you customize the scripts and you can roll back if you want.
https://github.com/undergroundwires/privacy.sexy