That has happened. The majority of my 20,000 Steam games were acquired from outside of Steam.
Do you?
> Steam comfortable holds its lead for good reason
Yes. One of those good reasons is that it allows people to purchase Steam games without buying them on Steam, thus avoiding having to subsidise Valve's 30% cut.
There's an absolutely gigantic ecosystem around buying Steam games from first-party (developer) and third-party (marketplace/bundle) sellers. I don't think you realise that it's a perfect example against the point you're making. There's enough competition from the ability to "side-load" games into Steam that it's very common to get some of the greatest games ever made for under a dollar, when their MSRP is up to two orders of magnitude higher.
These arguments are being made by a tiny minority for the benefit of a small community of techies who already have platforms available to them that work they way you want and take advantage of it, like you do. It's like coupon clippers insisting on a law that all products sold must some with discount coupons.
Minority? Probably. Tiny? Absolutely not.
Here [0] is a breakdown of 70 popular Steam games by the source of purchase for their reviewers as of a year ago. About 28% of all Steam purchases happen outside of Steam itself, with Valve getting a 0% cut. Note that for many games a majority of reviewers did not purchase it on Steam itself.
0: https://docs.google.com/spreadsheets/u/0/d/1ICv-UE4i651yMkpD...
Genuine curiosity, not trying to troll or anything.
A very large number of them I would not have bought individually, but they came in a bundle with other games I wanted.
HyperRogue, Hollow Knight, and LOGistICAL.