I assume this is a Stargate thing and that there aren't actually that many Skeptical Guide podcasts out there.
I haven't got any dog in the Stargate fight, I've seen the original movie (good) and watched the Richard Dean Anderson TV series (better than the movie) for a while before it just fell off my radar? I'll take your word for it that Stargate Universe is the lesser of the Stargate properties.
SGU in my comment obviously is referring to the Skeptics Guide to the Universe aka, the linked podcast.
Just as an FYI, Steam has some granularity for privacy settings, your profile can be private while your friends list is not. Steam defaults profiles to private since 2018 and as I recall I had to go and open mine back up after they made that change in 2018 (I enjoy having SteamDB able to give me some analytics on my account, which it cannot do while things are private, so I took my stuff public.) I believe that they made that change retroactive to some degree else I could have continued using SteamDB without having had to change anything in my profile which worked before the change.
I just sicced SteamHistory on a Steam account that I use for managing some dedicated servers I host, I've never futzed with the privacy settings on that account, but it does have a single friend that I set up so one of the server admins could find the account, and SteamHistory is completely unaware of that fact. It shows that the account has 0 friends and I was able to confirm that this is not the case from the perspective of that account.
You (or your friends) can check your privacy settings for Steam at https://steamcommunity.com/my/edit/settings
That said, and you did touch on this OP, nothing on the Internet should be considered private, even in the best cases it's still data that you don't have 100% control over and you should assume that it COULD be public at any time because that scenario is always only one data breach away. If you're not comfortable with your data being known by others, you should not put it on the internet in any form under any circumstances; privacy settings will not save you.
TL;DR: It seems that whatever means SteamHistory is using, they are bound by the limitations of the Steam Privacy settings, so if your stalkers were able to figure out where your account moved via SteamHistory, it's probably because your friends do not have 100% of their stuff set private or because someone inside your circle of trust is giving the stalkers an inside scoop.