I think this is pretty rare, but when it does happen it sticks out. For example: P.T. was pulled by Konami when they decided they hate video games and canceled Silent Hills. You can't download it anymore, even if it was already purchased. I remember people buying PS4s that had it installed.
Although DRM free options exist on PC, Steam is far and away the main marketplace with many games not being released outside of it, not even physical. Consoles of course have only one option on where to buy digital games. That said, I've rarely run into games removed from Steam... I actually can't think of one that was retroactively removed. You can even still buy games (keys) that are no longer sold on Steam and activate them, for example you can find unused copies of Prey for PC and unlock it on Steam even though they no longer sell it on the store.
>You can't download it anymore, even if it was already purchased.
PT was never for sale though so how you purchased it? It was a demo you could freely download for a period of time then it was gone after an ample warning period.
>I actually can't think of one that was retroactively removed.
Although DRM free options exist on PC, Steam is far and away the main marketplace with many games not being released outside of it, not even physical. Consoles of course have only one option on where to buy digital games. That said, I've rarely run into games removed from Steam... I actually can't think of one that was retroactively removed. You can even still buy games (keys) that are no longer sold on Steam and activate them, for example you can find unused copies of Prey for PC and unlock it on Steam even though they no longer sell it on the store.