Not being able to play a game many years in the future is always a danger, regardless of the format they come in. If your NES is old and rickety, how easy is it to find a place that will do the repairs? If a cartridge is becoming unreliable with age, how difficult/expensive is it going to be to find someone selling a new one? I made the mistake of letting my older brother borrow my copy of Okami; he gave it to his kid and now it barely works. I used to have Super Mario RPG, but it was somehow lost or stolen by one of my brother's friends. There are pros and cons to different systems, but it's not like the risk of losing games is unique to Steam.