I think you're conflating a locked down system with an open one with one and the things that can and can't be done on each.
Console: locked down operating system and hardware with 1 store from the manufacturer incompatible with each other if from other companies and often not backward compatible
Computer: multiple stores with choice being given to operating system and hardware where great strides have been made to further open compatibility for software no matter what operating system and backwards compatibility that goes back nearly half a century.
Like I said though, GoG has downloadable, DRM free, offline installers. Download the installer yourself and make physical media. Mine physically exists in my NAS on the platters of my hard drives. I'll still buy from Valve just to reward them for helping the compatibility side enabling many of us to move off closed source Windows. Each has their place and we can move on from the stupid ass tribalism a la the console wars. There's no need to shit where we eat and buddy, eating is good on the pc gaming side on the software side minus the AI RAM winter.