If it ain't on steam, I don't play it, and they don't get my money.
Games don’t need to be on Steam to be good.
If the developers have a native Linux version that I can buy directly from their site, I might do that as well to show my support (but still buy it on steam since it's just too convenient).
In my experience 99% of the games work out of the box with wine-staging, DXVK and VKD3D-Proton (which works with wine-staging just fine). No need to mess around with anything, just install wine-string, install DXVK and VKD3D-Proton and you are ready to run pretty much everything with "wine installername.exe" or "wine gamebinary.exe".
I never had to use winetricks, lutris or anything of the sort.
I also play games on Steam and even got a Steam Deck (on which i also play games i got outside from Steam), so it isn't like i am Valve-free, but you certainly do not have to tie yourself on Steam if you are gaming on Linux nor your experience will be any worse.
That sounds like a fair bit of domain-specific knowledge driven steps that could quickly got awry and lead a novice deep into frustration.
Compared to... Clicking the Play button in the Steam launcher, ideally from your Steam Deck.
It's miles apart.
I didn't know we got to the point where installing 3 packages was domain specific knowledge, especially for Linux users. I guess it explains why I feel s out of touch with people welcoming walled gardens with open arms.
It's interesting, I hate walled gardens due to their restrictions, but I feel no restrictions regarding Steam. If anything, it enables me to enjoy my purchases more, not less.
I'd never use an iPhone because I hate the restrictiveness of their app store and how you cannot use whatever browser engine you want. I dislike consoles for the same reasons, I hate that I need to buy a switch and play on it (with it's inferior hardware) to enjoy Nintendo exclusives (yes, I am aware I can emulate their games and get a better experience). I hate Discord because they force you to use their client and still use mumble/IRC. There are probably examples of things I avoid because I don't want to support them.
I find Valve a completely different story. They've probably done more for Linux gaming than any other company. I am personally not inconvenienced by any of their restrictions. Like I previously said, in my mind, they add value to my game purchases, not remove it. I will gladly keep giving them my money, it's probably one of the few companies that I have strong positive feelings for.
Granted, I do remember being pissed off when they forced me to install Steam to play Half-life 2 back in 2004. Back then, it was a shit walled garden that provided no value. But since then, things have changed drastically.