I played around with VMS and GOG and had a lot of fun doing it.

(not for everyone: gog has few AAA games, games are generally single-player offline games)

two independent VMs, never run at same time:

1) linux vm that runs lgogdownloader

https://github.com/Sude-/lgogdownloader

downloads all gog installers to a shared hd device

2) windows 11 vm (installed from windows 11 pro retail usb stick)

* vm has no network interface *

turned off all annoyances. "windows defender out-of-date" hardest to turn off

installed games from shared hd device from #1

play all games offline, no microsoft data collection, no "unity collects data", no worries.

for updates, boot linux vm, update repo on shared hd

for games, boot win 11 vm