Since Amazon has remote deleted Kindle books in the past, your statement is clearly incorrect. They have since "promised" not to do it again. The capability remains.
> Amazon, Steam, etc. are not in fact capable of taking away the data I bought, no matter what they do with their servers.
I'm not sure what you mean by this, could you elaborate? As of now, if e.g. your Steam account is suspended or the Steam servers shut down, you will no longer be able to play any of the games on that account (offline mode and DRM circumvention notwithstanding).
You may have access to a subset of the data on your disk (the games you previously downloaded), but they're still wrapped in DRM.
As an aside, Steam is also capable of removing games from your account, which they do e.g. in the case of a chargeback.
Most of the games are in fact not wrapped in Steam DRM. Just by the way, as playing them is equal to pirating anyways. If your service is suspended you "can't" play them (even though you can).
This is getting slightly off-topic, but it's only a minority[1] of games that lack the Steam DRM wrapper and they're primarily indie titles. Nearly all (if not all) AA/AAA titles on Steam require Steam to be running.
Also I'm optimistic law will catch up and fix the first sale doctrine eventually, so that they won't even try to take away the data.