I do not understand this.
I get that it is difficult to find good games on many other platforms, but once finding one, why do people not want to buy the game from them? Surely once you have given your details to a platform to buy one game, it becomes very easy to buy another. In my mind it is more convenient to simply download a game and have the installer forever, rather than needing some application always running to do the same thing, and to run the game.
On top of this, there are other games stores more similar to Steam, which don't get any traction.