GOG is the closest we got. All games on there are DRM-free. No direct Proton- or Linux-integration but you can use Heroic Launcher for that.

While an alternative except GOG doesn't really exist. What you can do is buy your keys from any site linked by https://isthereanydeal.com/

These sites sell keys but money still goes to the developer, its just that steam does not get a cut and the companies on there do.

The companies that I know for a fact are EU based Greenman and Fanatical (UK), Gamesplanet (France)

There's also GamersGate (Swedish)

Good Old Games, or GOG. That's the only one that I can think of.

Besides gog there is also itch.io

Made by a single dude I think 'murican, but all drm free and stuff, mostly indie games, but also the big indie games. And linux client (albeit a little but buggy).

As others suggested GOG + some FOSS Gamelauncher. There was one posted a few months back. Looked pretty nice but cant remember the name.

Though community stuff and such obviously wont be the same as in steam

Well you can use lutris or bottles and the high seas.

I run a lot of games from GOG, and you can install them/configure them in lutris. You can log into your gog account and see your library there, and select what to install in it.

Yer see that mighty ol boat ove ther, she aching to leve the doks

Gog

You can still buy games in stores.