It might be that they got it through PlayStation Plus, when Conan Exiles was one of the monthly free games 
This thread was added on February 11, 2020, with posts from Jens_Erik.
Conan Exiles Dev Tracker
This thread was added on February 11, 2020, with posts from Jens_Erik.
It might be that they got it through PlayStation Plus, when Conan Exiles was one of the monthly free games