With games, an important part of the equation is DRM. I prefer buying (DRM-free) things from GOG where possible, but steam has provided developers with a decent bit of DRM that is not too intrusive for consumers. There's plenty of older games from before Steam became dominant that I refused to buy because of their draconian DRM solutions.

I have to say that Spotify completely changed the way I listen to music, and I would really struggle to go back to buying individual albums.

I think of the three, movies are the only one where the "more disposable income" part of things is the dominant component of why I changed behaviours.