Get Penumbra Collection for close to nothing!

[Yuhaney]

I assume that I cannot make a backup of the downloaded version, correct?
When I want to re-install, I will need to download again?

Who says you can't?
As I see it, there's absolutely no problem making backup of your own copy of the game (I do the same with downloaded games).

Unless you start to share those backups with your friends, there's no problem.