You can fairly easily sandbox a full game, for example on linux im running steam flatpak version which is sandboxed and can play any game from steam. steam has certain permissions it can operate within and anything launched from steam has those same restrictions, basically means it cannot touch my home folder. Now, the flatpak sandbox isn’t 100% great and there are some exploits to escape it, but im assuming most malware is not gonna be targeting flatpak specifically so probably fairly safe