I just want to play by myself on extinction and Safeguard mode

I don't see any type of option of privacy on the main lobby during the first screens.

So, as long as I don't hit on find game on any of both modes ... am I save?

Assuming your steam deck is running steamOS, you are safe

Yesss it's SteamOS, with the typical Decky, Emudeck, and other stuff, but zero Windows. Nice to hear!

Thanks to proton, no attacks can escape the game. A hacker could, for example, crash your game, but not do anything worse