I've kind of drifted away from Steam around the Greenlight/Direct debacle, when it quickly went from too tightly curated to an unexplorable paradise for thousands of fake games. Steam is not the inescapable monopoly this weird editorial makes it to be.
Nowadays, I need a good reason to buy on Steam, like decent workshop integration. And even then, I don't even have to buy on Steam to have that. I bought Rimworld and Dwarf Fortress DRM-free from Ludeon's site and itch.io and that included Steam key activations too.
Centralised library may have been an argument once, but it has not been for a long time. Stuff like Playnite obfuscates all that launcher explosion crap.
Honestly, it's been a very long time since I last used start/windows menu as a... menu I guess. I don't think I've tried to explore it since early XP. Back then I'd even try to organise it a bit by categories and such.
Now I have way too many games to make it readable, with a lot of these not currently installed but available. The only way I'm using the windows menu is with the search bar.
Having a dedicated game library (with everything in it) makes sense to me.
It's why I'm a fan of GoG. You can link all your accounts to it so it'll show you all the games you own across all launchers/platforms. And you can even start them from the GoG launcher.