All of this, especially the bolded.I wish other clients had half of Steam's featureset.
No-questions-asked Refunds
In-Home Streaming
Steam Input, which is *the* greatest feature in a long time for me.
Family Sharing
Curators
Guides available right from the overlay
Big Picture Mode
A while ago they've updated their Review System. You can now view reviews per day and it detects 'review bombs', where you can easily see if it would affect you or not, just as an example.
A few weeks(?) ago they've started beta for a massive Chat and friendslist overhaul.
A few days before the summer sale they've introduced developer and publisher pages. Example SEGA
You can now follow devs/pubs you like to get notified when a new game releases. They can make little 'mini homepages' to categorize and present their games in an organized manner, etc.
I'm probably forgetting some things as well.
Plus amazing developer-side distribution features, as well as the Steam Workshop which is half/half a developer/user feature.
Seriously, even outside the library advantage, no other client even comes close.