I’ve just been adding the installers as non-steam games, then installing the game by launching it in steam. Make sure to turn compatibility on for it before trying to launch it. Then once it’s been installed, you can update the non-steam game configuration to point at the game’s executable. You can customize the title of the non-steam game, update the art using a decky loader plugin, then it just sits with the rest of your games and uses proton to run like the rest of your games.
Do the installation in Desktop mode. I’ve successfully done this with the EA and Ubisoft launchers to install The Sims 4 and Assassin’s Creed Black Flag.
But they’re collecting more than just what you post. Have you seen the permissions they requested. Do you really want them to be able to track your location at all times? Or to access your phone’s health information so they can sell that to advertisers and others?