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My point was that I didn’t get a Steam key right away and just played with the download they provided from their website. I’ve done the same with GOG games, and it works fine. The main problem is with library management, but that wasn’t an issue when my selection was limited. Now I have >500 games on Steam, so remembering what games I even have is an issue that Steam solves. Also, finding new games was an issue because I had to go to individual sites, and Steam solved that with their store (could filter by only Linux games).
Ideally, we could go back to buying games directly from devs and only using a client to make managing that easier. That way you’d stay with a service because it’s better, not because that’s where all your games are. Currently, I’m with Steam for both reasons, but maybe Steam will make poor choices in the future and I’ll only stay because I feel stuck with my library.