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Steam very specifically states that you buy a license for the game. Unless someone somehow takes over the license agreements with publishers, your game library disappears.
GOG very plainly states your ability to download game installers to have as a backup to prevent this ever being an issue. They could go under and say “you have 3 days to download your games before servers go offline” and you could.
Europe is going to be the wildcard. If the US sides with Russia and says “take this deal or you get nothing from us”, it will basically be up to Europe to carry Ukraine. If they’re willing to do this, Ukraine can tell the US no and move forward with self preservation. Like you said though, Europe’s military resources aren’t what the US has. So time will tell how it pans out. Just keep and eye on Europe to see what the chances will be.