It depends on how you acquired it. Nobody can take the license for your pirated, modded fallout. Literally buy it anywhere but itch.io? You probably don't.
It's quite alright, but the platform hasn't really grown in a while outside of its available catalogue. Gog galaxy is still in beta I think and it also still has no Linux launcher yet. Still good for the no DRM part tho
You can download offline installers that don't require an internet or licence key to install, so if you back them up I'd say you own them to the same degree you'd own a game on optical media