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Probably because Valve provides a native Linux client
And the client is actually good, too.
This is at least a main part of the reason. I use an open source client for GOG on Linux, the only reason why is because they don’t natively support Linux.
Even disregarding the native Linux port… The Steam client is actually pretty decent. Any client would have to implement things like library navigation, storage management, Steam input support, the overlay, cloud sync and so on. And honestly, I don’t think anyone can reach the amount of features that Steam has.
Its probably why most people don’t actually use things like Lutris or Gnome Games to launch Steam games.