I mean what exactly are you looking to get out of using steam specifically? You can use lutris to play your games, and you can acquire games through means other than steam that would be P2P and have a bit more anonymity that way. Other than that, like the other person mentioned use vpn to create an anonymous account but other than anonymity i’m not sure what you can do for privacy on steam.

Well they are charging a premium for the service everywhere and more so in certain countries which can afford it but a big part is that in some countries people may only earn a few USD a day so they would not be able to afford it otherwise. I can’t speak on whether or not they are taking a loss in those countries, but i can’t imagine that they have a problem due to existing infrastructure from google all across the world.