Isn't the fear that the game will go away and unable to be played?
I'm not super interested in if a game is rented or not, but the argument I've always heard was "online services shut down and unable to play - or requires internet connection" never whether or not the save progress would still be there
That would be my fear. My Steam library has over a dozen titles which can no longer be bought.
Thankfully Steam still provides them for those who have purchased it before they were pulled from the store. Though IIRC some have been fully removed (with refund).
While I definitely like (and mostly trust) Steam, there are some issues like songs being removed from GTA games due to licensing that make me want to hang onto pirated copies, just in case.
I'm not super interested in if a game is rented or not, but the argument I've always heard was "online services shut down and unable to play - or requires internet connection" never whether or not the save progress would still be there