>> Some of us have windows just to play games

What bank accounts do you think are on that machine? Perhaps it's risking credentials to ex. Steam and such, but again, if all you run is games where are you getting malware from?

Edit: Actually, to steel man the argument: If you pirate a game and get a keylogger that way, and then type in your credit card to buy a game (ex. on Steam), then you'd have a problem. I maintain that it's perfectly possible to maintain a... "DMZ PC" for games, but there are ways for it to end badly.