Which is the same as what can happen to GOG if you don't have the files backed up. And if you do happen to have them backed up, is there such a large difference between having the installer vs the full game installation stored?
If you buy and download something from GOG, it is yours. You can still play it in the next millenium as long as you have suitable hardware or an emulator.
Usually indie games tend to be DRM-free though, so if an indie game isn't available on GOG or Zoom Platform (another DRM-free store), i end up buying on Steam.
That is not true as a global rule. Game developers can release fully independent versions of their games even on steam.