I bought The Orange Box, so I had the same problem. All physical copies of games are like this now and Valve is the reason. That killed the used games market on PC. You used to be able to sell your game after you got bored of it, but not anymore.

GOG’s client is proprietary just like Steam and Epic, which is bad, but the difference is that their client is optional. You can get offline installers of games directly from the website, because games there are DRM-free. So that makes GOG better than those platforms. There is also a Free Software alternative client developed by the community - Heroic Games Launcher. It works with Epic Games Store as well.

Another store is itch.io, which sells DRM-free games and their optional client is Free Software. But this store only has indie games.