Sandboxing on desktop isn't there yet, but on macOS and Linux it's possible to sandbox games such that they only have network access. If most games start requiring administrator/root access for anticheat purposes, sandboxing them at all becomes a non-starter.
I don't play that game but their anticheat is best in class. All modern anticheat that pretends to be effective has a kernel driver anyway.
But I was asking why people believe that they're safe from userspace software they install as that can read all the files and memory of processes of your user anyway.