With GOG you can download the games's installer, vy backing up those you can still install your games even if you get banned
For purposes of backup I don't see that large of a difference between a single installer executable and a zipped folder that you'd get after installing a non DRMed game from Steam.
For purposes of backup I don't see that large of a difference between a single installer executable and a zipped folder that you'd get after installing a non DRMed game from Steam.