I think I'd be more upset about the loss of Steam as a release platform if so many of the big features that Steam offers to games were guaranteed to exist in the theoretical Steam version. I am old and tired and most of my gaming has been smaller $15 or less titles usually by indie studios and other such experimental titles. Rarely if ever do these releases take advantage of any of the special features that sets Steam apart, because, again, they are opt-in features and not required for publishing on the platform, nor are they all immediately provided to a game on the platform as a result of release.
(I'm not really sure how to fix that, either. I don't think there's a way to guarantee that a game's save data makes it to the steam cloud, for example; I have no idea how you'd guarantee something like that without adding burdensome release procedures.)
This is ultimately the reason why even on a release like this the most I can muster is a "that's pretty fucked up that you won't accept refunds". I think Phoenix Point eventually came out with a decent answer to fan demands -- not great because it took them too long to openly support delayed Steam key releases, but I think at least the fig backers made out OK from the Epic bribe since some of it went back to them.
That said I definitely agree with the people frustrated that relying on the EGS for money means that there's no Linux support, since that does seem to be something that Steam basically guarantees on release due to how Proton works. It's probably the most frustrating feature missing, especially since from the sounds of it even Epic could be taking advantage of the proton libraries to deploy their stuff on Steam (I must confess I've been out of the Linux-on-home-computer game for a while so I am still trying to understand exactly how Proton relates to the Steam environment).