At the moment I pretty much only buy games on Steam. GoG has been pretty hostile to Linux over the years, whereas Valve is the only gaming focused company that robustly supports Linux on both a hardware and software level. The money I give to their platform directly supports Linux gaming and everyone directly benefits from this.

Valve is also an exceptionally rare example of a privately owned, not publicly traded company of their size. Gabe Newell himself owns a majority stake and has shown that he is more interested in running a company that can make effective long term decisions than a company that desperately suckles at the teats of short term profits and corporatocracy. As long as this stays true, Valve is in a vastly better position to resist enshittification than most big tech companies out there. Valve doesn't need to pull a Red Hat unless fundamental things change, and Gabe seems pretty happy to be in a position where he doesn't need another layer of corporate overlords.

I'd definitely prefer to have DRM free stuff, but Steam is a pretty good compromise at the moment. If Valve ever goes to shit, I'll just take steps to access the games I own in a way that is independently well supported on Linux. I suspect there will be multiple ways to do so if it ever comes to this. Proton being open source counts for a lot.