> If my steam purchase downloaded super slow, I could simply get a refund on steam (an automated process) and purchase the same game on GOG, or on Humble Store

I'm with you in general (PC Gamer here) but your example does not really work well. There are many games only available on Steam and not GOG, and while you get most Steam games (but not all) on Humble Bundle, Humble Bundle only gives you a Steam key so you are back to Steam and its potential issues.

Unfortunately, because of Steam's predominance in PC Gaming, you are more of less stuck with the same problems as the PS4, as in "if it does not work, suck it up". There is no other store platform on PC that has the breadth of choice of Steam.