"We've detected viruses heading for your computer!"

To be fair, me neither, but every time somebody has an infected machine, it is windows

I'll second that ad blocking and common sense are probably enough. On every one of my machines, Windows Defender hasn't reported finding anything that wasn't a false positive in all the years it's existed, even before it was bundled with Windows. And I'm someone who constantly installs random indie games and niche software.

Ad blockers and secure connections preventing MitM attacks did more to eliminate viruses than most anti-malware ever could. Viruses used to be everywhere in the old days, but now you usually only hear about them spreading through supply chain attacks or targeted campaigns.

Trying to run pirated games will burn you occasionally, though.

But that's okay. My gaming PC is only for gaming. If it manages to get a virus that I can't quickly resolve, I'll just wipe it and restore from backup. And the biggest tragedy there will be that I won't be able to play games for a few hours. Meanwhile, my Linux PC that does everything important is completely safe.