Granted I think my heat intoletance is abnormal and when I get a doctor that doesn’t dismiss it out of hand I want to see if there’s a reason, but simply sitting in my chair at my pc in 22°C in t shirt and shorts is uncomfortably warm for me. 40 is just awful. Then again I barely notice a difference for anything above ~28, it’s all horrible.
But you can truly own steam games. It’s up to the developer whether to enable DRM. You can distribute a game through steam and it can still be launchable without steam running. Which means you can also save it to whatever backup medium you like.