DRMFreeIsIllusion: 1. You still need an account to access and download your game.
Once you download your game, nothing stops you from installing it or playing it. You are free to do that forever. With DRM, if you have an installer and the authentication server is down, you can't install. With DRM if the company who sold you the game decided for some reason unknown to you that you no longer own the game, you can't install it. With DRM if you lose net access you might not be able to continue playing. With DRM sometimes it could just tell you that you have an illegal copy even though you bought it.
Not every DRM does all of these, but all of these and more happened to people (plus the DRM borking the PC, which luckily doesn't seem to be an issue these days.) Some form of DRM also allegedly reduce frame rates in games.
That doesn't mean that DRM-free is perfect, but its benefits are clear.
(Apologies for answering seriously. Eh, donkeys?)