One day you will. When you have games or a library of content taken away from you.
I guess you've never had a VUDU or iTunes digital movie removed from your library. You've never lost Playstation mobile games or other digital content. Companies either fail or become acquired all the time. We're simply riding a hot streak of good fortune right now.
Not everyone is Valve, Blizzard, or EA. Things are becoming more fractured and splintered than ever and I can guarantee you that at least one or two notable parties will be closing up shop sometime within the next several years. Steam is just one niche in the digital account universe and one of the safest services around. It's a pretty poor example for advocating that DRM doesn't bother you. But you'll change your tune one day, I promise. Just wait and see.
Unfortunately I don't have nearly enough hard drive space to store every game I buy, so even sans DRM, I rely on Steam being up-and-running to have access to my games. Steam has removed games from its store before, and if you didn't have them downloaded at the time, you've lost them.
I think people who are anti-DRM should focus a lot of effort on the legal front:
1. We need to establish in legal precedence that people who buy games from a service like Steam where the presumption is "you keep it forever" do have ownership over their "personal copy". Maybe there are some limitations on what they can do with it, but there needs to be some legal presumption that they own that copy for personal use.
2. It needs to be made clear that if you have purchased such a license or right legally from a service like Steam, that digital copies of that same personal copy, or a personal copy which for all intents and purposes is indistinguishable from a legal copy you have legally acquired, can be stored or obtained in any way by people with a legal right (in light of point 1).
In the event of Steam going down, or lots of games being deleted, we can't just rely on having out own stacks of hard drives with all the games downloaded, if your hard drives get compromised or lost, people will need to be able to rely on other people's backups and copies to recover their games, or, more likely, some sort of "Internet Archive" type place that is devoted to archiving old games and preserving them for posterity.
Things that are right now of questionable legality, are really going to be essential to preserve an archive of video game history. And there's definitely an issue right now, with things like the NES Classic and the like, over what rights we have to games we've purchased in the past and where and how we can play them. It's going to be an even bigger issue going forward.
tl;dr I don't want to buy hard drives.