Why shut down the entire infrastructure you already built and streamlined?
Let's use Rockstar as an example then. They decided to build their store after Epic was alreday a thing? Why would they bother starting their own thing from scratch when Epic already exists?
Because Epic is not cheaper than making their own thing.
You could download it from their site
Downloading it from a site is not the same as a distribution platform. According to wikipedia, the developer was struggling with managing distribution, and moving to Steam facilitated other things such as localization. But even then, if you didn't like Steam, you could just buy the physical. Which brings us to this...
Same as Epic.
Very much not the same as Epic. Physical does not exist today. Back then you had an alternative to Steam. Today, there's literally no alternative to Epic exclusives outside of piracy.
BL3 sold 2 million on Epic
That is pathetic performance considering that 1) it barely matched BL2 sales in the same period, despite the previous title being released at a time when the PC market was much smaller, and 2) BL3 had a much larger marketing budget than previous entries, and that still didn't help.
Compared to the rest of the franchise, BL3 was an absolute failure in sales.
and THQ Nordic reported Epic was the most profitable digital platform by sales for Metro
Absolutely meaningless statement. 100% of the PC market is digital, while the majority of the console market is physical.
Meanwhile, they have said much bleaker things earlier in the year. (Translation: Metro Exodus, previously a PC-centered franchise, flopped on PC.)
Being hated means nothing if you still make sales
EGS lost a lot of money last year. They're only afloat because Epic can absorb the loss with Fortnite money.
https://www.vg247.com/2020/01/14/epic-games-store-free-games-coming-2020-251-million-revenue/
$251 million in revenue means their cut was about $30 million. Meanwhile, it was leaked a while back that just Control alone cost them $11 million, and that wasn't even the highest-profile (read: most expensive) contract. Then there's all the free games and sales last year, which also came out of their own pockets.
They are very, very, very far into the red.
That's the difference. EA and Activision may be hated, but they turn in profits. EGS, on the other hand, only burns cash.