They aren’t closed ecosystems to the extent that consoles are. PC gaming isn’t just Steam, and you’re generally free to do what you’d like with the files once they’re on your computer.

You can chase sales, modify and fix games, play online without a subscription, use your preferred controller, buy DRM free (or bypass DRM if you so choose), share and revive old games, etc.

I doubt I’ve covered everything, and (respectfully) I’m genuinely surprised that so many people still ask this question.