Presumably Kecessa is alluding to the fact that, unlike GOG, Steam games open however the developers / publishers want them to. Which is sometimes just a plain exe, sometimes it’s an exe that starts Steam so that it can use its API / DRM, sometimes it opens the publisher’s launcher, and so on. Bit irritating on Linux when you want to pass some options in to the command, and a bit irritating generally when you never want to see the launcher again, but it’s no disaster.