You don’t own the games on any digital platform, neither steam, epic or gog. You’re only being sold a license to use it, and the license can be revoked whenever the company feels like it.
Thisbis actually true for most of the physical media back in the day, the only difference is that they didn’t really have a method to revoke the license… But that nice old cardboard box you have in your attic, with the nice shiny plastic disc… You still don’t legally own the software on it.