Essentially any Linux distro protects privacy. You'd kinda have to go out of your way to find one that doesn't, because there's no online account connected to your install for any of them.

If you're reasonably technical, you can make nearly any use-case work on nearly any distro, but if you have choice paralysis, my top recommendations would be CachyOS if you plan to play games, and Mint otherwise.

Personally I'm happy with EndeavourOS. I picked it to find a general purpose distro similar to the Steam Deck (KDE and arch based) but with a more user-friendly installer.

omarchy.org