Piracy is a problem that any content creator needs to deal with. Some solutions are however significantly better than others.
One of the worst options for video games is anti-piracy software, as it only serves to punish the people that actually buy the game. Anti-piracy software is very very expensive and all it does is delay pirates by a few days and increase game prices significantly.
In the case of movies, if you're smart, you'll release them for "free" yourself on an ad nuked website. You opened the website? Here's some popup ads, sidebar ads, and few more ads sprinkled around. You want to use the search funktion? Here's another popup ad. You want to press play? Here's another ad. Oh you actually want fullscreen? Sure, but first take this ad.
A newer approach for game developers is to actually pirate their own games and release them for free. This has the major advantage of reaching a much larger audience. Oftentimes game pirates even decide to buy the game if they realize it's worth the money.
One other alternative is to actually build up a large modding community on the steam workshop. Without a steam version of the game to use the steam workshop, downloading and keeping large modpacks up to date can be significantly more tedious.