There are several options that will allow you to keep playing your 32-bit Mac apps. The good news is we have Steam Play, which means that when you purchased your game on Steam you get a copy of this game on each OS that game supports. You will still be able to play these games on macOS 10.14 Mojave and earlier, Windows and in many cases Linux as well.

Source: Steam Support - Steam and macOS 10.15 Catalina

What a mess. Definitely not a good gaming platform decision. The answer is to use Windows or Linux, probably in a VM meant for this purpose.