Haven't heard of Denuvo DRM in a long time. Is that still a thing? I'm running on Linux, and I think Steam is pretty devoted to as open an OS as possible.
And piracy doesn't have Denuvo, but it sure as hell can have viruses; it's not risk-free.
I'm not too worried. If Valve ever goes public, I'll buy a drive and download all my games from the server, but otherwise, Í trust I'll be able to download whatever I need in the future.