What are the best games that are not on big-name game stores like Steam, GoG, Epic, etc.?

StarSector (whoops, not two words) https://fractalsoftworks.com/

Awesome game

Voices of the Void on Itch.io. it's sort of like xfiles: the rpg. you live in a satellite field and you use old equipment to track suspicious signals from space and sell them off for upgrades and supply money. Things.... happen. while you're carrying out this peaceful existence. suspicious, freaky things. 🛸

it's been out for a couple years now and it's very far in development but they are saving the steam listing for a more full release.

edit: go into this game blind

I wouldn't call it one of the "best games" anymore... maybe not ever, but "Escape from Tarkov".

While I'm digging my own grave here let me also mention "Star Citizen".

Old school RuneScape

I haven't played it in a long time, but I always enjoyed Super Tux Kart. It reminded me more of the Moorhuhn / Crazy Chicken Kart games than Mario Kart. In general, before Steam Proton made Gaming on Linux almost free of any hassle, I spent more time with free and open source games like Nethack or Battle for Wesnoth that are available in many Linux package managers.

tries to think of games that I've enjoyed

• Up until Rule the Waves 3, Naval Warfare Simulations didn't want to release in someone else's online stores. For RtW3, they did, however, release on Steam and on Matrix Games (a publisher and online store that specializes in wargames). I wouldn't recommend buying earlier games in the series in 2025, as RtW3 is really a superset of them, but it's still the case that the earlier games in the series would meet your criteria.
• Starsector
• Many major platforms run into issues with adult video games and people or jurisdictions that take issue with them. While Steam's been a little more permissive in the past several years (though some Steam releases have also seen some degree of censorship), I'd say that adult video games probably are a major category that'd be off the major online stores. What's "best" here depends a great deal on the individual player, but I'll just mention it up front.
• Some open-source games that aren't interested in making money. A few have done Steam releases to let players throw some money to the devs, but there are a bunch that haven't. Roguelikes --- one of the few genres of game where the open-source world is really competitive with the closed-source world --- are prominent here. I'm not going to try to recommend a specific one; probably the ones that I've played the most of that aren't on Steam are Dungeon Crawl: Stone Soup and the older Tales of Maj'Eyal 2 (ToME 3 is commercial and on Steam), and even older Zangband. Browsing a Linux distro's package repository or reading a list of best open-source games will turn up a bunch.
• I haven't played them, but if you're a fan of a series, some unlicensed fan games which would probably run into trademark or copyright issues if put on a store. The Metroid series has seen a number of these, for example.
• Some games for old systems that can be emulated but have never seen a Steam or otherwise re-release. Or have seen re-releases on platforms that are all dead; it looks like 1942, a popular shmup arcade game, has only been re-released on platforms that are now dead.
• Some games that have been fan-translated but never seen an official translation. The sequel to Secret of Mana for the Super Nintendo, Seiken Densetsu 3, had a fan translation, but would never see an official English translation. It's not likely that Square Enix would go re-localize it in 2025 or try to figure out how to arrange to do a release of the fan translation.

isn't Dark and Darker delisted from steam per some bullshit settlement?

Beyond All Reason. Outstanding RTS thats independant and free. Not F2P but actually free.

Escape from Tarkov

And I don’t know why they are not on steam