The reality is that you, me and everybody else here is so insignificant in the greater scheme of things that the information we contain on our home computers simply isn't worth the time, effort or risk to get at. The greatest risk is that somebody will exploit a vulnerability to show you ads so they can take somebody elses money (the advertiser) or to steal your virtual resources through CPU power and bandwidth to propogate their ads across the Internet with the same goal. Your truely sensitive information, excluding the naked pictures of your best friend's wife anyway, is already stored on a computer somewhere else along with that same sensitive information from thousands or millions of other people and THAT computer is the one you need to worry about. THAT computer also happens to be one that you have absolutely no control over, in fact it may not even be a computer, it may be a HDD from a 'smart' copier that your insurance agent sold to somebody in China that still contains lots of fun things like your birth certificate or extensive medical records.
If you're really honestly that concerned about the security of any data on your PC you should probably just pull the plug now and get it over with, otherwise it's always at risk no matter how savvy or cautious you are. Worrying this much about what Steam may or may not be doing when you probably handed your credit card to some pimple faced teenager that you've never seen before last night doesn't really make a lot of sense.