We can own digital things as long as they let us properly download them. If you pay for a mp3 and have the actual mp3 file that you can do whatever you want with it, I'd say you own that.
They don't let us download everything though because digital things can just be copied and freely distributed, so there's often DRM.
Imagine if steam sold games and you got a full no drm copy of the game that didn't require any hacks to make playable, no concern about viruses from shady distributions etc. People buy steam games because it's easy, they have great sales making games cheaper, its safe, and they have all the other things like steam friends, chat etc.
But if steam just gave everyone a digital copy with no DRM that you could verify was safe and steam compatible, their sales would drop and more people would pirate.
So its a balance between DRM which steam is, and actual ownership.
By having something digital that represents digital ownership that cant be duplicated, you can solve the problem.
Steam could just publicly host the game for download but it only runs if you own the license. The license can't be take away from you and is freely transferable.
For games, the problem is still online games. I'm not sure that's ownable unless they also let you host your own servers and its bundled in the game. But for offline games it's possible.
You can have everything steam has and still have a tokenized license that gives you ownership.