Meh you can pretty much always buy the vns directly from the companies too (and that's probably better since steam takes a large cut of the money and you'll still get steam keys anyway.) That said some of MG's stuff has random DRM which is annoying but required by jp companies for whatever reason, but their hard copies don't so yay.
Also, it's completely possible to buy a copy then download a cracked version or whatever, admittedly extra work on behalf of the consumer but if you wanted to support the company, it's not that much