I've got a few ebooks from microsoft press. The DRM on the PDF's there is just watermarks. If they ever die I still have my books no extra work needed.

I've also bought from other stores that have at least some outright DRM free ebooks(it seems that it's often up to the author/publisher if it gets DRM).

So it's not like they don't exist. They might not exist for the books you want, or in the format you want but I guess you don't always get everything.