You just have to reform your idea of buying games when you use a digital service.
Or rather, you are forced to use the concept that they want you to use with most software.
Instead of buying a copy of a product which you can use however, you are buying a personal license for the software. It's an entirely different concept.
When I buy Windows, I install it on a computer, and people use that copy of Windows when they use that computer.
Imagine if I bought Windows and I used that Windows on whatever computer I was at, rather than using what was installed on it (if anything). It's a totally different idea. The product is not there for me to use, my license is there for me to access. That's what Steam is like, and other forms of DD are similar.
Some people (like you and myself) don't like this model, others seem to lap it up and drool all over it, to the extent of forsaking cheaper priced non-DD options in favour of buying a game through their favourite DD portal.
Personally I prefer my software to be more openly usable.