Well, this does not bode well for Steam.
https://gizmodo.com/hackers-somehow-uploaded-a-game-full-of-malware-on-steam-2000563713
https://www.techradar.com/pro/security/valve-advises-full-system-reset-if-youve-downloaded-this-steam-game-containing-malware
Given the number of games released on Steam, it would not surprise me if this was just the "tip of the iceberg," and these guys are just the ones that got caught.
More sophisticated actors probably rarely come up on the radar.
That's why I have a separate gaming machine that does nothing else. All the full-right binary-only code running in a game is a nightmare, not to mention the security risks of strong DRM and anti-cheat.