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Only some are. At the bottom of each book's store page, you can see if a book is DRM-free. And if it is DRM-free, you can download an ePub.

Example: https://www.kobo.com/us/en/ebook/gardens-of-the-moon

They've been doing this for YEARS before Amazon.

Yes, but Calibre can get the files onto any other device with a drag and drop operation, which is not the case with the newest version of Amazon DRM.

I guess we just have to wait a little while, until that method using Calibre also does no longer work, because either Kobo or Adobe or someone else wants to make sure it does not work.

Tor and Baen are two publishers that have been offering DRM free books on Kobo for a while.

Sure, but you can load any file onto the device.