The only risky stuff I do is download pirated games on my desktop and very, very rarely watch corn on the laptop.

Downloading illegitimate software and installing them onto your PC will bypass all the security set by your network devices, as the networking devices doesn't have the capability to scan/check if a downloaded file contains malware or not. A good anti-virus software may be able to sniff-out a malware from your downloaded file; therefore, building your own router doesn't really help you in any way.

Fooling someone into installing malware is far, far more effective than someone trying to penetrate your firewall with a frontal attack, or brute forcing passwords, or faking certificates, man in the middle, or anything "hacking".

Ransomware, one of the proven successful cyber attacks, is pretty much just trying to get a secretary to click on an email attachment that is malevolent. Or faking an ID badge or uniform and just walking into a company and installing ransomware off of a USB drive. Or promising you a new iPhone if you just install this little file to verify you've won. Or pretending to be the IT department and asking someone for their passwords.

Social Engineering has always been magnitudes easier to do than any kind of "using computers to break into other computers" that we normally think of when "hacking" is mentioned.

Installing pirated games is a known and common tactic for getting malware behind your firewall, no direct hacking needed. Just set the bait, and the fish hook themselves.

Just having a basic firewall, which all routers provide, has proven to be enough for home users. Whether it's because no one cares to even hack a home user unless the door is wide open (because he's worthless), or a basic firewall has proven very difficult to bypass through "frontal attack" means, regardless of the reason, home users just aren't being hacked to any significant, measurable degree. If they were, it'd be the central focus of every government and law enforcement agency because of all the money, and political motivation of the outraged people, to make it stop.

Instead, we have almost literally everyone on the planet using the Internet to move / trade large amounts of money every second of every day. There isn't even rumors about anyone we know getting hacked and robbed that way, because Social Media would explode with those kinds of legitimate stories. Unless you are a big or key technology corporation or a government, you simply aren't worth any real skilled hackers time at all, and that's the truth of it.

You probably don't need it, but it sounds like you want it.