Not if you own a Steam Deck, or want cloud saving, or have hundreds of games and don’t want to hope you remember your login and password for this one game 10 years from now and that the website still exists, or worry about keeping a local backup of the game if you want to play it in the future.
DRM-free direct downloads are a great option, but better than Steam? That’s subjective. For me, I want all of those things I listed so a non-Steam PC game for me is a last resort, pretty much only reserved for games that I really want to play.
I don’t know why people find this so difficult to understand, I have to assume they’re being wilfully obtuse. Would you download a separate app and create an account for every song you wanted to listen to or every movie you wanted to watch? Of course not. So why would games be any different?