You’re only partly right. You example services. Of course it is not possible to own services. Piracy is only applicable to products. The point of the Twitter guy is, that companies intentionally stop selling their software etc. as products to sell you the same thing as a service, so that you cannot own it.
You mean games that arent available in steam at all, vor those which you haven’t bought there? I found the easiest workaround for me was to simply add the games to my steam library and to launch it from there. Then I don’t have to worry about what proton version I should use or whatnot.