Nonfree game programs (like other nonfree programs) are unethical because they deny freedom to their users. (Game art is a different issue, because it isn't software.) If you want freedom, one requisite for it is not having nonfree programs on your computer. That much is clear. However, if you're going to use these games, you're better off using them on GNU/Linux rather than on Microsoft Windows. At least you avoid the harm to your freedom that Windows would do.
I think Steam DRM isn't that bad myself, and any big Developer making games for Linux is a good thing, DRM or not.
Does Richard have a point, or has he done too far?
To write good code is a worthy challenge, and a source of civilized delight. -- stolen and paraphrased from William Safire