Today is a good day to drop windows. There are plenty of nice alternatives, do not delay if you don't want nasty surprises, use Linux:
https://distrowatch.com/Linux isn't really that much more secure than windows, a similar attack could easily be executed against Linux desktops. However, Linux is only used on a small amount of home machines, so malware authors don't bother with it.
Of course, as I explained elsewhere, your leisure activities and your money should be separate. So if you insist in keeping a "windows gaming computer", at least install Linux in another one and keep your serious stuff there.
The only excuse to not have a cold storage setup is if you have a tiny wallet for daily spendings, everything else is just a stupid risk. And people who want to pirate should get a dedicated device for that, instead of using the same one for both piracy and work or finance.