Steam being an online client, this 'new' thing where you might have to agree to third party EULA if you want to install a game is exploited by some, by reserving the right to collect all kinds of data about you, including personal, and you have to assume that at least if you want Steam to run online, you cannot prevent that.
One game which is a good example I have right now, which, I got for free and don't really like, so I probably won't install it, and whose name I will not tell, has this section in their EULA:
7. COLLECTION AND USE OF PERSONAL INFORMATION. Paradox shall have the right to collect End User’s personal and
technical information, including but not limited to age, country of
residence, IP address, computer configuration and software usage, which
is gathered periodically to facilitate the provision of software
updates, product support and other services related to the Software
Product. Paradox may use this information to improve its products or to
provide services or technologies to End User. Such information shall not
be sold or transferred to any third parties without the previous
consent of End User.
The last sentence is probably generally possible to circumvent, and regardless, some businesses are just outright lying, so it's always good to keep the data spread to a minimum. But the rest... sorry, but you'd have to ask nicely for those things. I don't grant you the right. I could run the game perfectly fine without giving you any of that information.