Digital distribution is the reality on PC. You either use Steam, Origin, GoG, UPlay or the like, or you don't play, not really (or you play old games, nearly all new physical releases use one of the existing platforms for authentication, GoG being something of an exception).
Also, this is the first time i've heard of Steam datamining personal information... Obviously it may gather info to the same extent your web browser and other stuff connected to internet do but any deeper? Don't think so.
I don't like information gathering at all but i know unless i stop using internet, i can't avoid that. (As it is, i use large amount of extensions for cookie and tracking preventing, etc.)