Anticheats can be very invasive, they can theoretically scan all the files inside your computer (whether it is practically done, I don’t know but it surely feels like it’s been done), take screenshots regularly, send your hardware information, etc. So yeah, if you are someone who takes security seriously…
It’s not just DNS. I have this rule in my firewall:
udp dport 15600 counter drop comment "Block Samsung TV shenanigans"
So far, it has blocked 20575 packets (constituting 1304695 bytes) in 6 days and 20 hours.