Then stop ranting and put money where your mouth is.
Kinguin.net
I've never used that site.
I like to use GMG, Fanatical (formerly Bundle Stars) and occasionally the Humble Store, but don't mind buying direct from the publisher if it's a steep enough discount (Origin, Uplay, Bethesda Launcher).
However, if I can buy the game for the same price on Steam, I'll always buy it there for all the extra functionality.
Adding a non-Steam shortcut just doesn't cut it for some titles.