That's not "making you watch some adds". That's one, very infrequent I might add, pop up. Making you watch some adds would be like playing a two minute interactive advertisement for comet cleaner at the start of every game. One pop up ad selling games (which, conveniently enough, is one thing all Steam users have in common - we all like games) that can be closed by clicking the 'x' at the top right is not "making you watch some adds".
As for your other allegations, true enough. Some games can't be run without Steam (some can, Oblivion, for example, can be run straight from the steamapps file), and we aren't given the install files. It is true that when Steam closes or if our accounts get banned we won't be able to play some of the games. Speaking for myself though, by that point I probably won't care about those particular games, and if I do I can always torrent them with a clear conscience (since by then they'll be abandonware and nobody will be watching them). Like many others here, I'm not a political activist. I'm a gamer. Steam runs sales constantly, often on games that are actually interesting. GoG sells mostly vintage games, plus a few indie titles and the rare mainstream game with no DRM. That doesn't make them bad, but it limits their stock considerably. You can't get Fallout 3 from GoG, or any of the Call of Duty games, or any of the Half Life series, or the Overlord series, and the list goes on. It's a great site if you want vintage games. For the more mainstream gamer, it can be a bit lacking.
If you want DRM free games, you'll have to give up a lot of modern games. If you want the install files, you'll have to either purchase a hard copy, probably at full or barely reduced price, or go to another DDL site - and be careful, some of they add their own, much more limiting DRM (never did manage to unlock the DRM Digital River put on my copy of MoO2, waste of $5). Even if the DDL doesn't add DRM, most game developers nowadays do. Blaming Valve won't help, they weren't the first nor are they the most egregious.
Anyways, I'm going to enjoy my massively expanded gaming library, all of which I picked up for 75+% off the listed price. Enjoy your moral superiority.