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72% of devs believe Steam has a monopoly on PC games, according to study
(www.gamesindustry.biz)
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That's a nightmare minefield you're insisting on as the meaning of art can be skewed. Does the Triumph of Will count as a film or a propaganda film? Does the Wolf Warrior series count as propaganda? Steam probably doesn't want to be dragged into another legal issues like in Australia so that's the choice they've made.
And it's not like you cannot get it anywhere else. There are plenty of other places like GOG as you said or Dlsite or others I wouldn't mention.
Oftentimes, niche genre only can survive on platform with huge reach.
Releasing it only on DLsite or GOG means either they have to drive up the price to even cover the development cost. This often happen on niche Nintendo games or big budget R18+ on DLsite.
Some big budget games on DLsite can reach around 70USD, while when it gets released on Steam it's only 20-40USD.