I try to respect a self-imposed policy of not installing proprietary software that's not properly sandboxed, as I have little control over it (think about the Remote Code Execution hive that Steam games must be).
I do not use Sublime Text personally, but if I ever want to try it, I'd do it trough a flatpak. Yes, sandboxing permissions might not be perfect yet, but a little sandboxing is always better than none...