Discord basically has the same problem though. If you use gifs for reactions, instead of emojis/stickers, then it redownloads those *every single time*. Even ones that you fave, it redownloads them every single time you pull up the gif list. It's insane that they REFUSE to let you cache those gifs.
I do a lot of 1-on-1 personal paid interactions, and I heavily use gifs for that in DMs. I have unlimited data and usually do this at home anyway, so the data part doesn't bother me; the part where it takes 3~5 minutes to load the gif that I'm looking for, really sucks.
But even if you are doing stickers/emojis on Discord, it still redownloads those. It's just that they're (probably) more strict with the file sizes of those, than Steam seems to be.
I'd try to get around that with Google Drive; but that also won't retain the files forever. It constantly seems to wipe them from my device, despite telling it over and over to keep them local on my phone.