I agree that all this storefronts war probably won't end well. Let me tell you about my experience with PC gaming. I live in a so-called "third-world country" and up until 2014, I pirate almost everything I've played. I'm not proud of it, but before 2013 I didn't have a real job and games were (and they still are) in the luxury category for me. It was not just about my low income, the PC market in 00s was a mess, there was no guarantee that another game won't end up being a barely functional console port, I didn't have internet so it was not easy to find a solution or at least download patch if something was wrong with the game, and on top of that all license was shipped with very intrusive DRM solutions like StarForce or SecuROM that required the disk in your DVD drive to launch the game all the time. Funnily enough, Steam was in the same category for me and I hated it because it required an internet connection to activate and play Half-Life games, and that's the reason why I avoided official versions and pirated Valve games back then. Pirated games usually offered games with no DRM or other bullshit attached, sometimes if the game officially didn't launch in my region they also had fan translations built-in which was also a huge plus. It was easier and more convenient to use pirated games rather than official products, and it was easier to download them from torrents when I finally got an internet connection in my house, because of my internet connection was extremely slow and some of those torrents were "RePacks" that compressed game files and even allow me to install different translation packs, like english audio + translated subtitles (some games offered you either fully english, or fully translated version, and in most cases those translations were really bad).
Then, in 2013, I got my first job and for the first time had some money that I could have spent on my own needs. First thing I've started to do is buying stuff that I've pirated before and enjoyed, like books, films, music albums, and of course games. I've started with physical stuff, I wasn't a big fan of digital and prefer to buy "real" stuff like collectors editions for recent games that I liked. Most of them come with activation codes for 3 platforms - Steam, GFWL and Origin. Since that was mostly the game that I've already played, I just activated them and didn't replay them, but I took a closer look at what these services could offer me in the future. GFWL was pretty much dead at this point, Origin had only EA games (but somewhat at the same time their output started to become less and less interesting for me), and Steam looked complicated as hell at first glance. But slowly, with the help of my friends, I learned how Steam works, what trading cards about, how to use communities and activity feed, found some sites about deals and learned about free games and promotions for Steam. Eventually, my first major Steam sale happened, and that's when I finally realized that of all existing alternatives, Steam offered the most convenient terms in buying and playing games for me. Yes, I had to use Steam to activate my first physical purchases, but great functionality and best sales with regional pricing was the reason I continued to use their services, not because I was forced to spend my money here. Since 2015 I completely stopped pirating games, because it became easier for me to just buy games on Steam and be able to access and download my library whenever I want from any PC I have.
TL;DR Steam won over me not because they had exclusives, but because they provided me more benefits as a consumer, and more importantly, they keep constantly improving their service. Of course, they are not perfect, I can criticize them about many things, like steam mobile app being barebones crap or outdated activity feed layout that sometimes just painful to browse if you haven't check it for a few days. But they've gained my trust, while other companies are trying to give me "buy from us or fuck off" ultimatums while providing fewer benefits and no guarantee that they will stay in business after 10 years. All those GFWL keys that I've activated are useless now, and while I don't think that Epic would just shut it down someday without honouring their customer's purchases, their attitude at how they trying to get into this market and also their previous history with PC market (I remember quite well how they constantly whined that "PC market is 99% pirates, consoles for the future" when things didn't work out for them in 00's) not giving me much hope that they will stick to it no matter what.
I'm not going to support these companies because of my PERSONAL experience with them, not because I'm Valve's shill. I don't support Windows Store because I lost my GFWL purchases back then. I don't support Bethesda launcher because it was horrible back in 2015 and they didn't show any sign of improvement since then. I don't support Discord and Epic stores because they have those shitty 3rd party exclusives and they are not giving the striking image of companies that committed to continue improving their services in the long run. I'm buying from Steam and GOG because they haven't treated their customers for granted and providing me with the most convenient terms of buying and playing my games. All those exclusivity deals don't mean that I'll back to pirating games, I simply won't buy them and spend my money on something else, most of these companies cry about shovelware on Steam, but in reality there is simply too many GREAT games lately, and missing even 10 of them won't change overall picture much. All these companies that want to do a competition to Steam should have to think about it much, MUCH earlier, now when the PC market is on the rise again they suddenly decided to come back like nothing happened and they were not the one who abandoned the very same market when things were not as good back in 00's.