Steam and its alternatives brought conveniences to the developers by providing easy advertisement, a streamlined way of delivering patches, an actual digital store to perform transactions, and also more recently started to serve as a major platform for the communities of many games.
I am not a game developer, but I guess that nothing that these stores provide is essential to publish a game and keep it alive, and any developer might simply put a site online, sell the game there, and allow me to pay directly to them. This is probably a niche opinion right now, but given any transaction involving digital goods such as e-books, music, software, games, etc. I am delighted whenever I see the content creator do this.
You may argue that this would limit the discoverability of games by a huge factor compared to them simply being advertised on the front page of some online store, and I agree, but I think if Steam had not grown to be as massive as it is today, that job would simply be delegated to the gaming magazines, forums, and many other independent platforms where the creators would more freely have a chance to promote their content.
Well, discoverability is a big problem. Yes, in theory we could do discoverability a different way, but in practice we haven't built that kind of infrastructure (yet).
There are other problems regarding payment processors and transactions/refunds, tracking where users came from for tax purposes... there's just a lot of infrastructure.
Now, that's not to say we couldn't ever get rid of centralized stores. It would just be a lot of work to build a lot of open infrastructure, get some better payment processors that are easier to sign up for, build the kind of systems and lists you're talking about around discoverability.
I don't think it's impossible to imagine a world with fewer centralized stores and more self-hosted games, and I don't think it's unreasonable to say that world might be nice to live in. I just think that world is far away and that getting there would be a lot of work.
Currently, I can set up an Itch account from scratch and be selling a real game to real people for real money in, like, an hour? Maybe 2? And it'll handle stuff like archiving all of my old versions, and I won't need to set up accounts for my users, and there's a nice integrated blogging platform, and people can comment, and currency conversion is just not an issue. Plus as a user, I don't need to provide my name/address to each developer either, only Itch needs to know where/who I am. So that neatly bypasses the privacy problem of payment systems like Paypal.
Again, none of that is impossible for us to provide in a decentralized way. But the decentralized tools aren't comparable right now; if you want to sell directly it's going to be a lot more work.
Maybe that will change in the future.
But even distribution is still an issue. Even indi games today are multiple GB in size. And on the first few days of release (or sales or bundles etc.) you have huge download spikes spikes.
Sure you can put it on aws, but better make sure to read you CDN fineprint so you don't end up with astronomical aws bill. In addition steam out of the box support partial updates,which again you can implement on your own, but that too takes time.
Payment. You can google around for problems indies who tried to roll their own store had. Today you have more options some of them explicitly catering to indies but its still an issue. Aditionaly steam supports charging in foreighen currencies, you can lower price in poorer countries etc.
Additionally steam offers their SDK that includes matchmaking and netwrking and host of other feautures, that are used by a lot of games.
Then there is in game chat, friendliest integration, cheat prevention, cloud saves and steam workshop integration, forums (which suck but are still there and have some auto moderation for spam) ...
Sure you could do all of that on your own, but some of it requires quite a bit of effort.
They put eyeballs in front of games = sales They handle logistics and payment = do game devs want to be a gaming company or a logistics / customer service company? They provide quality vetting, curation and discovery for customers with a reasonable degree of impartiality.
None of these are 'hard' but they take man hours and money to do well.
A lot of people credit Steam (I think justifiably) with kickstarting a huge portion of the modern indie gaming scene -- precisely because they got rid of the crazy rules, agreements, and contracts of the retail boxes, which acted as a massive barrier to entry for game developers. If Steam had never been built, I don't think modern games would be even half as diverse or creative as they are.
Then we move on to storefronts like Humble and GoG, which I think have been hugely influential in pushing DRM-free games as the norm for indies. There are a lot of games that flat-out would not have DRM-free releases if GoG didn't exist. Heck, there are a lot of games that would not run on modern Windows if GoG didn't exist.
Then we move on to Epic's store, which I know gamers hate, but trust me when I say a lot of indie developers are thrilled right now to see someone forcing Steam to lower their splits. Epic has done some serious good for the indie scene. I don't like that they're encouraging exclusives, I think that's bad for gamers. But I'm not going to pretend that as a developer I'm not happy to see someone breaking Steam's stranglehold on the mainstream PC marketplace.
So yeah, there are a lot of PC stores. This has been a massive boon to the industry, there are a lot of excellent games that (I think) would not exist today if not for the diversity of marketplaces. And a lot of these marketplaces fill different niches. GoG focuses on older games, Steam offers mainstream AA titles, Uplay/Origin offer corporate AAA titles, Itch has all the really weird, creative "true-indy" stuff.
No single PC store is expansive enough to cover all of the niches of the entire market.
Even on the console side of things, the diversity of games on the PC has pushed console manufacturers to offer much wider selections of games. Are you happy that basically every indie developer and their dog is releasing their game for the Switch? A big part of that is Nintendo opening up the development process, and they did that because after the Wii U they realized that they needed to pull indie devs away from the PC to stay competitive.
And on PC, what's actually the problem with this? You can basically ignore all of the other platforms and just download your games from Steam. You can opt out of all of the complexity that you dislike.
Sure, you'll miss out on a few exclusives if you do. But you would have missed out on many of those exclusives with a unified storefront anyway, because a lot of those games just wouldn't have been created if there weren't stores that were a good fit for them to sell on. You'll miss out on just as many games if you decide to stick with curated console storefronts.