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Rockstar Games DDoSed Heavily By Players Protesting New AntiCheat Code
(cyberinsider.com)
This is a most excellent place for technology news and articles.
Code you don't want on your machine, that have sometimes more permissions than you yourself have on your own files, is completely opaque, and have the legitimacy to keep constant outgoing network data that you can't audit.
Yes, aside for that, no reason at all. No problem with a huge risk on your privacy for moderate results that don't particularly benefit you in the long run.
(and all that is assuming that they're not nefarious to begin with, which is almost impossible to prove)