PC Gaming

The biggest advantage Steam has over other platforms:

1. They're not publicly-traded, meaning they are inclined to look out for long-term success vs. short term profits.
2. Steam is already on their systems, and may have been for 20+ years. Nobody wants a dozen fucking game launchers and Steam already has virtually every game in existence available there. Not to mention the "community" features, friends lists, etc. Every other platform is simply too late.
3. They have 20+ years' experience learning what gamers want and implementing it.

Amazon could probably compete with them if they really wanted to, but that would involve a large, long-term, consumer-centric investment, which probably isn't a good use of their money.

I recently learned that you get free games with prime. I even got a decent title via that way, I believe. I wouldn’t know where to look it up though…

Steam is a platform that happens to also have a storefront. Other companies are building storefronts and hoping that's enough.

If you can't provide fast downloads, cloud saves synced across devices, achievements, mod support, friends lists, and multiplayer support, it's not a real option. Being cheaper or having some exclusives aren't attractive. Gog already has the drm free angle to be a legitimate competitor.