My thinking would be that because the anticheat is closed source, it makes it a trust exercise in the developer where you've allowed them root access to your machine.
I'd also think outside of the developer's motives, and into any potential vulnerabilities that could use the anticheat as a privilege escalation point or the anticheat itself being given a bad / malicious update.
I'd also think outside of the developer's motives, and into any potential vulnerabilities that could use the anticheat as a privilege escalation point or the anticheat itself being given a bad / malicious update.