As far as my account goes, even when publishers remove games, I still have access to my files.
This is crucial for community led projects that revive game servers, like The Crew, Hawken or Blacklight Retribution.
Sony is remotely deleting stuff (or more accurately, threatening to do so)
Just to clarify: I still prefer buying on GOG but the catalog there is slimmer. Steam so far has been more aligned with their users' rights.
The fact that a company loses a license to something in a game disallows them to keep selling them, not stealing them back from their customers.