You're missing my point. The issue isn't money, it's dependency.
Using Steam and the whole Valve-supported infrastructure still doesn't cost me anything. But what if Valve decides the Steam Deck isn't commercially viable for them?
Then we'll be a lot further ahead than if Valve had never paid for this work to be done. I don't know what better alternative you're after. Isn't this open source work? There's no ongoing dependency. If Valve shut up shop tomorrow we're in a better state than if they'd never funded development, aren't we?