I think that it varies.

Due to network effects, there often aren't good alternatives for social media like Facebook or collaborative cloud tools like Google docs.

For games, it's not unusual for indy games to only release on Steam. Even when there is a physical release, that option is becoming increasingly difficult (e.g. many computers no longer have a built in disc drive, many stores no longer carry PC games, etc.).

This is less common than the previous two examples, but it may be difficult to find niche products outside of Etsy. For example, I haven't been able to find another place to purchase this specialized martial arts equipment: https://www.etsy.com/listing/175827423/