Why would I even buy a SINGLE Steam game now that I'm on GOG?
Anyways, in all seriousness, first of all, there is no such predefined thing as "All Steam games". All is a number in 2015, All is another number in 2016, and All is a third number in 2017, and so on. So while one may buy all the games available on the service today with DLCs, they are not counting all the future games.
Secondly, the price is different depending on where you buy the Steam games. In the end you're still buying games tied to the Steam client, but because gamers are such the impatient and always cheap-pocketed bunch for some reason, key resellers and the likes exist in abundant amounts, presumably to let Valve rule the market easily after being paid by them or whatever.
Thirdly, I feel its a waste of value and money. The service is like a life support system for these games. Once the service dies, so your 7000+ games, of which %92 were not played. But hey, I see to it that not all of these games were bought on sale, and not all of these were bought full-price, so the price count got to be in the middle.