weirdly I'm more in favor of it with steam - I guess there's not a really great equivalent for movies and music? I mean band camp is pretty close to gog but it's a little bit of a hassle to manage your library still, and easier to keep CDs in the car.
Steam works great while the benevolent dictator (Gabe) is still alive and in direct control.
What happens to the company and its services once he dies is extremely concerning to me given depth of my own investment now in game licences on the platform. Things may not be so rosy if/when Steam is sold to a publicly traded parent and has to do boring things like deliver quarterly growth for shareholders etc.
Would a Steam/Valve owned and run by Microsoft be as good? It might not be Microsoft in the end of course, but that question is going to come up a lot sooner than a lot of Steam fans probably realise, especially as Gabe ages out.
Big box games generally had very little of these types of concerns.
