itch.io

I mean, Steam lets you mark games as private when you add them to your cart, which hides it from anyone on your friends list, so no activity updates, no achievements visible to friends, etc., so the only way someone would know you have the game is if they're literally looking over your shoulder while you play it. I have a frankly embarrassing amount of NSFW games on Steam, but they're all marked private and none of my friends have mentioned them (including some who I know would put me on blast for playing some of those games), so I'd say it works pretty well.

Itch has not found a new NSFW payment processor yet. You cannot sell any NSFW content on Itch - I.e. everything has to be strictly free.