If I buy e.g. a game from publisher Foo on Steam, then I should be able to then freely download that game not only from Steam, but from any digital distributor who chooses to carry that game — including distributors that weren't even in business yet at the time I bought the game. Being a distributor of digital good X for your own customers, should legally obligate you to be a distributor for digital good X more generally, for anyone who has an IP license for digital good X.
When I bought the game from publisher Foo on steam, I was really just paying Steam to go acquire for me an indefinite IP license from publisher Foo. Now that I have that license, I should be able to present it to any of these distributors to say "I have a license to consume this, so you have an obligation to deliver me a copy of it just as if I had bought it from you." Steam should not be able to hold that IP license hostage; it's not theirs, any more than a retail product I paid Amazon to ship to me is theirs. The IP license is now mine; I bought it; I own it. I don't own the work itself; but I do own the license itself. If I was a corporation, the license would be an asset on my balance sheet.
(And as well, acquiring this IP license should mean that I can also freely download the game from random websites/torrents. The distributor might not have a right to distribute the work, and so might get in trouble for sending it to me; but I shouldn't get in trouble for requesting or receiving it!)