1. Steam won't live forever (or I may get banned) and I'd like some games there just in case.
2. Some games aren't available on Steam, e.g. Sifu.
3. Better handling of multiple devices. I can play a game on my MacBook while my daughter plays another game on the home computer on her account. One of the things I don't like about Steam is that one account can lock another out, even when it's different games being played on different computers.
My "Steam won't live forever" solution is simple: i only buy games on Steam if they are not available in DRM-free stores (GOG, Zoom Platform, etc) after some time (a year or two - as a bonus they tend to be released both at a reduced price and with many bugs fixed). I always download the installers and keep my own offline copies.
Even then, i try to use Goldberg's Steam Emulator (really a drop-in replacement for Steam's DLL) and Steamless (a tool that removes Steam's DRM, though in more recent games this is rarely needed and indie games pretty much never seem to use it) to make a "Steam independent" version. Both are open source (kinda, Steamless is not strictly FLOSS but the code is there) and available on GitHub.
This doesn't always work though and Steam provides no indication if a game has DRM or not (the Augmented Steam extension does tell if there is Denuvo but that's about it and i don't think it is 100% accurate), which is why i tend to buy games at dirt-cheap prices on Steam so that if i end up with a copy i can't separate from Steam i'd only have spent very little money for it (and i am able to play the game in the short term anyway).
1. Steam won't live forever (or I may get banned) and I'd like some games there just in case.
2. Some games aren't available on Steam, e.g. Sifu.
3. Better handling of multiple devices. I can play a game on my MacBook while my daughter plays another game on the home computer on her account. One of the things I don't like about Steam is that one account can lock another out, even when it's different games being played on different computers.