Steam – Filter out Early Access games from Steam store

From helping others on Steam support forums and their result from following my suggestion, I have concluded the following as the cause:

Steam exits in an un-friendly way, thus not syncing your shortcuts with the cloud. This can occur when you let it (Steam) close by itself when shutting down/restarting your computer, Steam basically force closes, it does not close gracefully.

The main reason this is the cause is because Steam syncs your shortcuts with the cloud, but in order to do this it must shut down "gracefully". This means you have to shutdown Steam by doing:

Steam > Exit or Right-Click on Steam Icon Taskbar > Exit

Either of those will allow Steam to sync with the cloud if necessary.

Others say it is due to corruption of a local file, but it can be fixed by doing what I have suggested above. There hasn't been an official response from Steam on this issue, so it's just a logical guess based on past experiences of myself and others.

A Steam discussion here suggests that buying yourself from other countries isn't allowed and could get your account closed.

What you can do is get someone from another country to gift you the game and they'll only have to pay the amount for their country. Steam has nothing against international gifting.

The Steam Subscriber Agreement states the following:

You agree that you will not use IP proxying or other methods to disguise the place of your residence, whether to circumvent geographical restrictions on game content, to purchase at pricing not applicable to your geography, or for any other purpose. If you do this, we may terminate your access to your Account.