That is not how the customer protection laws of my country work, I am afraid. (EU)
I refuse to use Steam, so I guess I'll just accept your return, then. :)
Because some of us like owning our games instead of renting them for an undisclosed amount of time.
I have hundreds of games (almost 200 on GOG alone, let alone retail copies!), yet I do not have (and never will have) Steam.
Currently, I am playing some of the games made in the nineties that I didn't have an access to back then. That's 30 years ago. Good luck playing today's Steam games thirty years from now on without some sort of DRM-removal, if even possible.