It sounds like you don’t necessarily like the idea of using a container (I tend to use podman, but most guides are for docker, so that’d probably be easier for you). From my experience, containerising things actually makes things a lot easier, especially in the long run, and getting started is a lot easier than it seems. You can probably find a ready-made guide to set up a plex or jellyfin container on Debian.
I’d argue that the problem with non-physical releases is mainly conservation, and software pirates seem to have that covered for PC releases.
Now if you wanna buy a game, DRM free is of course preferable. I buy as much as I can from gog, because I don’t want to blindly trust any corporation, regardless of their past record. After all, valve is set up in a way that gives them all the leverage.