> Amazon, Steam, etc. are not in fact capable of taking away the data I bought, no matter what they do with their servers.

I'm not sure what you mean by this, could you elaborate? As of now, if e.g. your Steam account is suspended or the Steam servers shut down, you will no longer be able to play any of the games on that account (offline mode and DRM circumvention notwithstanding).

You may have access to a subset of the data on your disk (the games you previously downloaded), but they're still wrapped in DRM.

As an aside, Steam is also capable of removing games from your account, which they do e.g. in the case of a chargeback.