Afaik only GOG sells games without DRM. I have bought EA/Ubishit games on Steam which when you open the game, it installs Origin/UbiWhatever and then run through them only.
A few years ago Steam began showing labeling on store pages for games that use third party DRM; and if you buy a game that has it and you did so unwittingly, then you can return it without issue provided you played less than two hours and you bought it within the last two weeks.
the refund policy is one of the reasons I buy games on steam first over other stores, I tend to buy a lot of games for whatever reason and end up refunding 5-6 a year for various reasons after playing under two hours
Microsoft only allots you one or two a year or something which isn't enough considering how misleading game marketing is mixed with the prices
+1 for GOG. I don't play games much anymore, but I still collect some of the older ones I enjoy on GOG knowing that there is no DRM. I tried steam and purchased a few games, but honestly I prefer to just have the game flat out without needing a "client" to get them, so while many people praise Steam... I'll pass.
Steam doesn't force you to be DRM-free like GOG, but they definitely do have DRM-free games. You can launch them from the .exe without internet or Steam installed, but it's up to the publisher