I built right as the nVidia 3000 series came out, and when I wasn't able to get one in the first month or two after release I said fuck it and bought one of the last new 2070 Supers I could find. Hooray for availability alerts.
I've been wanting to upgrade parts for like a year now, because it's just starting to have issues with higher graphics settings on 1440p (had 1080p monitors when I bought it). Glad I went with 64GB RAM (DDR4, as was the standard of the time) and a little above mid range on the CPU. It's absolutely fucking absurd to me that the parts that are still available (mobo, PSU, and GPU aren't anymore) have effectively held their price point.

Just run the Windows device using wired internet on a different (and isolated) subnet from everything else of yours and turn off wifi and bluetooth on it. Use a wired headset or a dedicated dongle like Jabra has for their headsets. That would prevent it from identifying other devices nearby.
Beyond that, just don't do any personal shit on your work device. If you're providing your own Windows work device, then do it in a VM as already said.
If your workplace allows WSL, then the main benefit is you could use more familiar software/tools through it. Your workplace is likely to be doing a hell of a lot more data collection than Microsoft anyway.