vv221: Of course not, I never used any to download the games I bought from GOG, Humble Bundle or itch.io.
It always makes me laugh when folk claim this.
A browser with a builtin downloader is also a client, if a bare bones variant.
We don't tend to call it a client, but it essentially is one without all the bells & whistles and extras.
You still have to login with a username and password to the site you are wanting to download from.
And some of the third party downloaders out there for GOG or Epic etc are also a type of client. Steam has two types of client, GUI or CLI with SteamCMD.
Sure the Steam and Epic clients don't just download, they also install as part of the deal, but their CLI versions give you a little more control. For many GOG customers, Galaxy does the same.
Many of the non browser clients, offer benefits over downloading via your browser ... speed, resume, one click, etc.
But please don't mistake me, I am not defending them, just being realistic. I imminently prefer the GOG model of Offline Installers or that by Itch.io or ZOOM Platform, Humble, etc, that you can if you want, just download directly with your browser.
So the issue really, is what type of client.
These days I use a combo of
gogcli.exe and
curl.exe and
Free Download Manager 5 and sometimes
aria2.exe with my own purpose built GUI that works with their command-lines. I don't use Galaxy to get the Offline Installers. I want no bloat and full control.