I legit haven't bought a game anywhere but steam in over a decade. I simply do not trust the motives or responsibility of any other publisher. And at this point, I'm too afraid of them yoinking their game after I've paid for it that I'll likely never change.
We all should be hitting GOG up more often if we want the legit ONLY good competition for steam to not die out one day. They are as good as steam in many ways.
I mean, they host Linux versions of games, it's close. I get what you mean though, a native Linux program like they have for Windows and MacOS would be great.
GOG is fantastic but Steam keeps getting my business because of all the extras I really depend on like cloud saves, game library sharing, proton, Big picture and controller mapping.
As soon as GOG has linux support at least 80% as good as steam, I'll jump right over. I used to always prefer GOG over Steam but I've really felt that they don't care about supporting my platform at all unless that's changed in recent times so I'm happier giving Valve my cut.
I've also been avoiding playing games that involve some third party launcher or login. I'm not perfectly consistent with this and have bought some games before realizing they had this, but even steam games can be subject to a company deciding they don't want to support their game anymore (which IMO is fair) and just killing the game off entirely, which isn't fair. I'd like to see a requirement that other steps be taken to keep it going without their active support. Like opening the source and relinquishing all copyrights on that code. If they want to keep parts of it, then pull it out into a library that they continue to maintain.