I’ve really enjoyed Slay the Spire, Inscryption, Dicey Dungeons, Monster Train, Balatro, Peglin, Hellcard, and Banners of Ruin from this genre.

Now all they need are some games to use this feature on

Depends on the game, sometimes you can just delete the steam dll next to the executable, others require a steam emulator which amounts to just dropping in a spoofed steam dll. I think the preferred emulator these days is Goldberg steam emu on gitlab.

Doesn’t matter, Steam offers DRM free games. Steam DRM is opt-in and can be broken by anyone in seconds, and games with other DRM have a big glowing warning on their store page. You give money to Steam for their servers that support multiplayer, their workshop, seamless patching, user forums, image hosting, controller support, Proton for Linux, SteamDB, easy multiplayer via the friends interface, achievement tracking, and a large majority cut to the developers. Your complaints apply to basically every storefront, the only way you’ll own data is by having it on your own disk which Steam lets you do.