I would disagree. I think Steam’s definition is reasonable. The launcher you are intentionally using (i.e. you bought the game there and initially launched it from there) is the first party. Any other launchers are third party.

Now, if you’re looking at the game’s product page on the publisher’s website, that changes things. In that case, I’d say they’re justified in saying something like “available on these third-party launchers: Steam, GOG.”