Which games?
Wasn't that intended to fix an issue where other players in your multiplayer session could cause your console to execute arbitrary code? Imagine the fallout if it became "play Mario Kart and then have your console refuse to boot again"
For the record, I'm pretty sure using Mullvad for XDCC is super overkill, but I wanted to have an excuse to break out userspace wireguard in a project and writing it all in Go made it so damn easy: https://github.com/Xe/x/commit/3d0647e946014516df33de0b18d2a16eec835bed
Generally when you download files over torrent through your ISP, you end up getting love letters from rightsholders. I personally use a homelab NAS as my seedbox and for my public tracker stuff (as well as anime downloads over XDCC) I use Mullvad. I don't seed overly much on public trackers because of it, but my ratio on private trackers is sky high because ISPs won't send love letters for private trackers.
Palworld. So much palworld.