Also I forgot to reply to this on the other answer, but:

Err… You often don’t have the files drm free on Steam. Nor in an installable format (without steam).

Often you do, and an installer is nothing more than a fancy zipped folder. Also people usually like to compare Steam with GoG and claim that on GoG you get DRM free games and not on Steam, that is not true, both have either, although GoG has percentually more it’s still not 100% DRM free (nor is Steam 100% DRMd), it’s always up to the game developers.