I mean yes… kind of. You can go to your library in gog and download (slowly and limited and broken into 4 gb chunks for some damn reason) which means no client needed.

But steam does have games that are DRM free after that first install. Ones that you can copy directly out of the folder it put them anywhere and run.

There is a list here pcgamingwiki.com/…/The_big_list_of_DRM-free_games… although it suggests its about 600 games more that arent on the list yet.