I actually don't understand the rationale behind buying games off 3rd party sites like GMG or G2A instead of buying them through steam... You basically lock yourself out of all possible refund routes by using a 3rd party, and the prices are not that much cheaper either.
I haven't bought a single game (apart from physical games that just happen to be able to be added into steam library) for steam outside of steam or Valve boxes.
I've refunded exactly one game on Steam. I've regretted not being able to refund a grand total of one game. That is out of 567 Steam games.