There are tens of thousands of Steam-exclusive games: https://www.pcgamingwiki.com/wiki/List_of_games_exclusive_to_Steam
What is the alternative to Steam?
No, Steam are the monopoly now! The only other option is Good Old Games and for weird indie titles Itch.io.
The “killer feature” is that they pay more to the developers, so if you are getting the exact same game on (e.g.) Steam versus Epic Games, then whomever actually made the game gets more money from the Epic sale. Isn’t that a good thing?
(Note that I may be conflating the publisher with the developer, but either way, it’s still the case that less money is taken by intermediaries, which is a good thing.)
Posted a listing of engineering video games.