Steam didn't start out even as a digital store for selling games. It was just a platform for Vavle to use for updating games when it launched in 2003. I think it was almost a year or more after Steam even came out that it offered games for sale.
As for Stardock, they have the Galactic Civilization games under their name. They had a digital store that allowed the purchase of Galactic Civilization on it when the game released back in 2003, you could also take the key from your retail copy and apply to the Stardock platform to receive updates to the game. I don't see why you couldn't be somewhere else other than the US to buy the game online through their digital platform. A year so later they started to offer third-party games on the platform.
Fact of the matter is, Steam wasn't first. It was, however, the platform that resonated the most with people. I used both Stardock's platform and Steam back then. According to Steam I officially joined it December 14, 2004 (5 days from my 20th anniversary). I have, however, stopped using Steam to pay for digital games back in 2019 because I really hate the fact I'm just renting games, but that's a separate matter.
I think the first game I ever purchased digitally back then was a copy of Galactic Civilization 2 off Stardock's platform, which I eventually picked up a physical copy of the Gal Civ 2 Ultimate Edition that I still have to this day.
Eventually Stardock retired their first platform and released their next digital platform called "Impulse" sometime in 2008 which I remember using as a platform to link a few physical games I had to and one I remember specifically was Demigod (I had a physical copy of it). I can't recall if I purchased any games digitally on it except for Batman Arkham Asylum. I specifically remember downloading the game off that platform. I think the move from their original platform to Impulse was an attempt to get something better to compete with Steam, but it never was able to keep up. I do know that a handful of years later Gamestop purchased Impulse and they used it to get into the digital gaming side of things, but I had stopped using Impulse by then. I only kept Impulse installed for Gal Civ 2 and eventually the app was no longer supported...which was 10 or 12 years ago when Gamestop discontinued supporting it and moved to selling and the distribution of digital games through their own download application which Gamestop doesn't even supports in such a way anymore. Bottom line is, if you had digital games through these platforms they are lost to the ether. My understanding is can buy digital games off Gamestop, but they are for keys to Steam.
