They don’t have DRM. That’s not the same as owning the game.
That's why I mentioned that you purchase a license. That has also always been true even if you "bought" a game as a physical copy in a store. A DRM-free game is still the closest thing you get to owning a game.
If you don’t back up the games or installers yourself, and GOG goes under, you lose access to your library the same as Epic or Steam going away.
I have heard this argument before, but I really don't get it. Of course you could lose your files if you don't download them. I'd say that's so obvious it isn't even worth mentioning. If you lose or destroy your physical copy of a game you also lose access to it. Pretty obvious.
That's not really true. While Alpine is often used for containers due to its small footprint, that's not what it is made for. It is meant to be a general purpose distro, geared towards power users. The Alpine wiki has some information for running it as a desktop system.