That is exactly why I also buy things on Good Old Games and I also play open source games like Beyond All Reason, Xonotic, Cataclysm Dark Days Ahead, Luanti and other games like Vintage Story that I can purchase from itch or directly from the developer and install directly to my Steam Deck.
Do you understand the Steam Deck is a just a linux computer?
Yeah, do I like Valve better than other companies? Yes. but I NEVER would have bought a steam deck if I couldn’t just install games and other software and use it as I wish.
Because I can do that, I am totally fine with buying some of my games on steam shrugs.