But you can do the same with GitHub, right? Although most docs and articles focus on 3rd party actions, nothing stops you to just run everything in your own shell script.
Yes, you can, and we do at my current job. Much of the time it's not even really the harder approach compared to using someone else's action, it's just that the existence of third party actions makes people feel obliged to use them because they wouldn't want to be accused of Not Invented Here Syndrome.