I recently tried a bunch of distros. I've been using Linux since 2001 and I've been using Ubuntu mostly (or KDE, xfce, mate flavors). I, too, am concerned with privacy and am looking for something simple which allows me to pay PC games with steam.
I tried Endeavour OS, which is a slightly more user friendly, game oriented Arch distro with tools for installing gaming software and drivers, POP! OS which is an Ubuntu based gaming oriented distro as well with a Gnome desktop by default, and Elementary OS, based on Ubuntu, which has a kind of Gnome, MacOS looking interface, but not specifically for gaming.
All of them address the privacy issue by not including the telemetry packages.
The best out of the three in my opinion was Elementary OS. It's absolutely gorgeous, easy to use and allows you to focus on what you need to do without any hassle. You can install most of your apps through flatpaks if that's what you're looking for. And there are no snaps, but you have the option of installing it if you want.