I'm happy to pay for games too, but I've stopped buying from Steam unless they're not available elsewhere. GOG has been my go-to, as they only sell games without DRM.
If Valve someday goes belly-up, or just decides to stop running their license servers, all those games we've bought on Steam are just gone, absent (illegal, in the US, anyway) third-party tools to strip the DRM. I believe some versions of Stream DRM can be removed, but not all.
I just don't see the need to reward a company that treats me like a criminal when I can get the same games from a company that respects me and my purchase.
(Bonus: Steam-the-software even allows you to add non-Steam games to the app, which makes it easy to run non-native games I've bought from GOG under Proton, for example.)