Right, but a store with DRM can effectively prevent me from playing the games, that's where my ownership effectively ends.
With GOG, there's no DRM. So in all senses except some weird philosophical context, I do own the game. I paid money and received a file(s) that I can relocate, make backups of, burn to disc, archive, etc.
You could argue that if they revoke the license and I continue using the file that I have on my computer, that I'm now committing piracy, but that's getting into a big technicality
But DRM-free means there's no mechanism to revoke that license. Which is really how it should be because entities shouldn't be able to benefit from a sale and then retract their side of the deal and keep the money just because they made up some terms that say they can do that.
does it matter if that license is only needed to download the game? once you have it downloaded, it doesn't matter if the license gets revoked (it only grants you the ability to download the game, and use galaxy online/social features such as achievements and multiplayer)