I missed that various games have a bunch of spyware in them now.

https://www.polygon.com/2018/6/20/17485762/red-shell-spyware-pc-games-controversy-steam

and

https://www.reddit.com/r/pcgaming/comments/8s0uxv/psa_civ_vi_total_war_eso_ksp_and_more_contain_a/?st=JILTMN1T&sh=ecf767c9

Warning: includes Kerbal Space Program and Civilization VI.

Quick workaround is to add some more entries to your hosts file to block the remote servers locally.