So yeah, as you said if you dual boot your non gaming OS will stay untouched, outside of the anti-cheat's influence, so you don't risk much this way. I'd imagine that you would still use your credit card on your gaming OS to buy games, so that particular information stays at risk.

Yes, of course they will be under some scrutiny, but I'd prefer if they just didn't do it. Your use case is very far from applying to the majority of users who simply run Windows for everything they do.

And there's still the danger of vulnerabilities in the anti-cheat. For exemple, last year, this happened. It's not exactly the same as the anti-cheat but the tech is close enough. The TL;DR is that CrowdStrike has a platform that runs at kernel level, and an update to the tool had a bug which prevented Windows from booting, instead crashing to a BSOD. Now, CrowdStrike is a security company, and a generally well regarded one at that. It doesn't prevent them from making mistakes. So how can you trust that anti-cheat to be without vulnerability? You simply cannot.