> The Linux kernel has eBPF now so if they wanted to start spying on everything you do they can just do it.

Sure, except that anyone can just compile a Linux kernel that doesn't allow that.

Anti-cheat systems on Windows work because Windows is hard(er) to tamper with.

That would require that they actually make the effort to develop Linux support. The current "it just works" reality is that the games developers don't need to support running on Linux.