Why would you want to use a closed source OS controlled by a corporation with a past as checkered as Microsoft's?
You use Windows for games, and only games. For everything else, you use Linux.
This is a practical setup.
Like you alluded to, I never use the Windows PC for anything else -- nothing even remotely sensitive -- nothing with identification like logging into government websites, no financial activity, etc. It has no access to my e-mail, instant messaging, calendar, contacts, pictures, videos, and so on. While it has Steam on it, I don't buy Steam games on it; I go to Steam's website on my Linux desktop and buy games there, then they show up in my Steam library on the Windows desktop. I do also use it for 3D CAD since I'm still very much in my infancy learning FreeCAD (which will remove that Windows dependency).
It spends the vast majority of its time turned off and if the entire contents of its drives were published publicly I wouldn't lose a minute's sleep over it. I still image the drive every couple months so I can revert to a known-good config should the need arise, as breaking itself for no reason is what Windows is really good at.
Which makes those god-awful prompts to "Finish setting up Windows Backup" every couple of weeks bloody hilarious...