The nature of DRM-Free media is that once I've downloaded it, no one can take it away from me. I may miss out on future updates, but I always make purchasing decisions based on what's available today, and not what may be available in the future. (And I don't play online multiplayer.)
The EGS version of Tetris Effect was DRM Free at launch, but DRM was added in an update. This means I can't recommend Tetris Effect to anyone who cares about clients or DRM—but on a personal level I don't particularly care, because I already got my copy!
Separately, if e.g. GoG was the only PC game vendor, they probably would never have made DRM-Free games a core focus of their business, because why bother when you're the only game in town? And so, I'll always welcome new entrants into the market.
If you buy Horizon: Zero Dawn from Steam, you won’t be able to actually start the game unless Steam is installed. However, if you buy the game from EGS, it work fine even if EGS is not installed. The EGS version is a completely standalone copy of the game that does not require any clients in order to run.
This are a handful of Steam games like this as well. One example I purchased recently is Ori and the Will of the Wisps, which I downloaded in a VM before moving over to my main (Steamless) Windows install. It works fine. For whatever reason, however, this seems to work far more often with EGS games, and I really appreciate that!
Edit: Useful reference https://docs.google.com/spreadsheets/d/16BjnaBO40vkt6kFVl0QW...
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Edit2: By the way, I mentioned in my parent post that Journey was DRM Free on EGS. I have just learned that as of a recent update, saving is broken without EGS (although the game still launches, and you may not need saving given its two-hour runtime).
I'm willing to chalk this up to a bug rather than anything malicious—and of course, the good thing about DRM-Free software is that if you've backed up your old copy, it will keep working, and no one can take it away from you. But, this type of thing is definitely a reason to still prefer GoG and itch.io where possible.