You can purchase the game in a web browser and use steamcmd, which (one could argue is still requiring an app) to download and install. In cases where the publisher is not invoking DRM (Larian games like BG3, DoS2, etc. for instance) once the game is downloaded you can certainly archive it and transfer it to another machine and run it there without Steam. In the end you are likely purchasing proprietary software (though again it’s not always the case on Steam) and we could say you don’t really own that either, so maybe take your complaints to the publishers or just use the power of your wallet and not buy those games and support libre games, of which there are many, another way. That said, Valve is actively making things better for users by developing and contributing to useful libre software like Proton (WINE, DXVK, etc) that can work outside of Steam.