Then stop complaining and go buy the game directly off the developer's website. Many large publishers have their own storefront. Or you can tell your favourite Indie dev that they can set up a virtual storefront (with diacoverability so users find their game), distribution service with CDNs, support forums, online user reviews, customer support, and who knows what else for their own game. If this sounds like a lot of work, that's because it is. Alternatively, they are allowed to pay someone in the form of profit sharing for all of this if they want to. But no one is forcing you to use Steam.
It just seams the majority of pc gamers find the service useful, so they tend to buy the games there.