I read the Steam VPN guide that explained how to setup VPN using open-VPN.
I am considering doing this, but just out of curiosity, if you are using Steam just for Steam games, how useful is VPN anyway? This is assuming you aren’t using the Steam Deck to watch Netflix in a different region or anything like that (the usual reason for a VPN).
Are any Steam games region-locked?
The other reason for a VPN is usually to prevent tracking of your data, which I assume is mostly a concern if making purchases from your Steam Deck, although this data is probably encrypted. I’ll admit, I don’t know enough about this to know whether it justifies the use of a VPN or not, I presume if it was a big security issue Valve would have automatically included it?
Using a VPN to prevent tracking is meaningless. Tracking is usually done through cookies. They will be stored and sent whether you have a VPN or not. Doesn’t do much for privacy either because most websites and other services are encrypted anyways. And for those that are not encrypted (which you shouldn’t use if you care about privacy) you move your trust from your ISP to the VPN provider.
Really, getting around region locks and censorship is the only legitimate use of commercial VPNs.