It’s definitely possible for Steam games to be DRM-free, especially older ones. https://www.pcgamingwiki.com/wiki/The_big_list_of_DRM-free_games_on_Steam
For those games, you can literally just make a copy of the game directory after downloading it, and back it up somewhere. Just run the game EXE (or equivalent on Linux) to run it, even on a system that doesn’t have Steam installed. Everything you need is in there. That’s all Steam is doing when you ‘install’ a game - downloading its files and extracting them. It also installs any required runtimes like MSVC or .NET, but you can do that yourself too.
Of course, the best idea is still to buy games on GOG instead.
Google isn’t, and likely won’t since it’d very likely result in fines in the EU.
Amazon are working on a new Linux-based OS for their devices called Vega that won’t be able to sideload apps. Even if apps could be sideloaded, it wouldn’t be able to run Android apps since it’s not Android based.