With Steam you’re essentially paying a (sometimes) premium for a whole suite of features: Steamworks (drop-in support for matchmaking and multiplayer lobbies), numerous edge servers on a global CDN (faster downloads), Steam input (plethora of configuration options for any controller or HID), remote play (play local games with a remote player), shared shader caching, upstream contributions to the Wine, Vulkan, DXVK et al stacks, a highly open and permissive API, streaming video of your game while you play it, Steam cache servers (build a local fileserver to cache game downloads), the list goes on. And if you find a bug, you can report it on their bug tracker and someone will actually investigate it. It is a no-brainer.

Other services just give you a desktop shortcut at best. People say, “I don’t need these features, I just want games.” If they’ve ever launched a game on Steam, they’ve probably benefited from these features and more without realizing it.