Guess You mean GoG, they do offer most games as fully downloadable installer and most licences fully allows You to keep them forever, even if servers and services of Gog goes down. Not all of them, as they also offer games with separate launchers and stuff. Some games may be online only, like mmo genre, not much to do here, even if You manage to get all files stored. There's always chance publisher takes the game off the store, or there may be some legal issues. Gog still trying to provide fully offline installers as much as possible, or even provide own, (semi) unofficial patches to old games to make them run smoothly on new operating systems (not intended to by original devs).

Much awesome, even if cannot say all games DRM free.

There are many DRM free games on Steam that don't require the Steam client to run once downloaded

https://www.pcgamingwiki.com/wiki/List_of_DRM-free_games