I do that. Every game I buy on Steam corresponds to a DRMless copy.

I always look on itch.io and GoG first!

Several Steam games are DRM-free and don’t even need Steam to be installed to play them: https://www.pcgamingwiki.com/wiki/The_big_list_of_DRM-free_games_on_Steam

For those games, you can just make a copy of the game directory.