You keep talking about “safely” running these programs. What is the threat that you are trying to protect yourself against? Are you concerned that your unofficial copy of the program may contain malware, are you worried that the copyright owners may try to find you (via IP address perhaps?) and prosecute, or what.

And for the love of gods please don’t think too hard about how they get baby oil the next time you’re in the toiletries aisle.

Yes and no to all of those reasons, and many others.

There isn’t a right or wrong way to install/use Linux. As the saying goes “you do you”. If going through the Arch learning curve doesn’t appeal to you, don’t do it. If you’re the sort of person whose curiosity sometimes leads them to do silly things that aren’t necessarily logical but that you find enormously fun and satisfying, then maybe go for it.