It’s pretty difficult to keep a .exe file accessible for 30+ years even if your intentions are good.
That’s not really true. GOG installers are the obvious option, but even many of the games on Steam don’t actually have DRM and can be backed up.
And if you really want to you can get cracked versions. For older games, there are compatibility projects like DDrawCompat and dxwrapper. The more popular games have extensive usability mods (support for higher resolutions, bugfixes, UI scaling) and really popular ones have modern engines such as Augustus for Caesar III (originally released in 1998).
For example you can the Windows 95 version of Simcity 2000 Special Edition on Windows 10 (and I believe W11 too) on a 1440p monitor:
This is a 30 year old game!
Don’t get me wrong, I get the point of having physical copies (I have an extensive physical book library), but for video games, digital ownership (be it legal like with GOG or certain Steam games or using alternative approaches) is the way forward.