They're completely DRM free, meaning once you purchase a game from there you're free to do whatever you want with it. That means you just directly download it from their website and you don't need any external programs, online account or any other annoying shit to play it, and you can transfer it to any computer you want with no hassle or restrictions. I'm not sure if they do offer steam keys with their purchases, but I'm fairly sure it is an option. But really though, why would you want a steam key? It's almost 100% just worse to have it tied to steam. You can already add non-steam games to your steam library and play them that way anyway. There's literally no downside to having it completely DRM free.