> What do I get from using a client?
Recently I've started using OS search to launch apps on my Ubuntu workstation. One day I've tried the same with game launched. When you have extensive libraries on multiple platforms it definitely helps.
Also some clients support achievements. It adds incentives (or meaning, if you will) to play some good game even after completion of campaign or something like that. Yep, not for everyone.
BTW, you can download and install games from Steam using official console client [0]. Not sure if will allow to play [all] games, though. I had limited experience with that. I managed to download windows versions of doom and quake 2 for Oculus Quest from Ubuntu.