I feel there's a lot of bandwidth with "risky files" anyway. If that's just a select few pirated games, creating two seperate user accounts might do. I did that for a while. Had one regular account for all my files, browsing etc. And another one with Lutris and some pirated games from ye good ol times... If there's some Windows virus included, it can't access any of my files.

If someone does computer security research, or plans to deliberately execute the nastiest malware, ransomware... that's obviously not enough by any means.

But people are in different kinds of situations. So pick what's best for you. And my priorities changed over time. These days I -for example- don't pirate as much software anymore. In case I want some of my Portal2 memories back, I'll just wait for the next Steam sale and buy it for 5 bucks... and for the rest of my software needs I have Linux and the Free Software community. I still keep the separate user accounts for random games and work and personal stuff, though.