The pirates I know personally all have dedicated PCs to gaming. So none of them care about any files being stolen, or things like that. That’s not many people, so I cannot say it’s some good statistics. But I believe it’s true for many. If I’d pirate games (I’m not a gamer, and I see no point in not buying, if I’m going to play just one game casually), I’d do the same. Since my work PC is plenty powerful, I’d rather use it, but switch disks to not allow Windows to see it. (However, they are encrypted anyway.)

On the other hand, if the games would work on Linux, I’d rather go this isolation way. Sounds just many times easier to me.