Steam have given refunds before for games completely broken on release, just point them in the direction of a few threads on their forums highlighting the problems.
Barking about the DSR and getting all lawified is the wrong way to go though.
Software isn't immune, you can still get a refund on a physical copy provided it hasn't been used. DSR doesn't cover digital items because it would be so easy to defraud. Steam wouldn't have it so bad as they can just revoke your licence for most games. If digital items were covered by DSR can you imagine how shafted some companies would get?
* Scumbag buys game from gog.com
* Downloads
* Burns to disk
* Writes email "Dear gog.com, I am unsatisfied with the game I purchased"
* Casts DSR card and gets refund
* Plays game
Worse than piracy, it's fraud, and bet your bottom dollar people would do it. Same for any DRM free digital item, what's to stop someone downloading an album and then demanding their money back. Under DSR you don't need a reason.