Ater purchasing and downloading a game from Steam, the Steam client is not actually needed for it to be playable. Of course it will try to start up Steam, and if isn't installed then it will complain, but if use use a "steam emulator" that can be worked around.
This is useful if you don't want Steam to track how much and when do you play, when is it that you are online, what achievements you got and such. This is afaik also the only way to say no to forced automatic game updates.
One such emulator is Mr Goldberg's steam emu.
It has a bunch of configuration options, per-game settings, optionally portable settings, windows+linux support, and I think it's even open source.
Using the Goldberg emu is not piracy, neither DRM circumvention. The Steam API is not a DRM, most Steam games just make the Steam client a hard dependency, not bothering with making it work without it.
When the game is protected by DRM (this should always be marked on its store page), the steam emu won't be enough, but you would also need to patch it's DRM protection. Sometimes that's easier, sometimes harder.
Steam emus may or may not work with multiplayer games.
The Goldberg emu has a replacement Steam's own multiplayer network communication system, which works through the local network or a selfhosted wireguard-like VPN, but with big centrally hosted multiplayer games you'll run into licensing validation problems or such.