Your not wrong. If it weren't for steam being absolutely stellar than I wouldn't be buying games from them. I would try to go through gog. But with their work on proton alone I personally give them a pass.
Don't get me wrong, I love steam and would probably keep buying it the platform given the chance.
However (it's very unlikely) valve could go and do a Google and start locking down their store and there is realistically nothing I can do about it (other than yo ho). Gog doesn't have that problem with drm free games. But they really don't support open source like valve has gone.