The most important aspect is that as long as you have a compatible system and a good backup policy, you will never lose access to what you bought.

No DRM can help with privacy but they are mostly independent. There is DRM that doesn't violate your privacy, like hardware keys typical of arcade machines, oldschool copy protection and game cartridges. And I think Nintendo has privacy-preserving DRM for digital games too, the problem is that if you lose the console, you lose the game.

And as you have shown, you don't need DRM for privacy violations.