That's not even remotely true.
I'll just go down the Wikipedia List of game releases for a few titles. I only quickly checked for each title so errors are more than possible:
InnerSpace - Steam exclusive
Street FIghter V Arcade Edition - Steam exclusive
Iconoclasts - Not Exclusive
Lost Sphear - Steam Exclusive
Subnautica - Not sure, but i think until EGS deal it was Steam exclusive
Celeste - Not Steam exclusive
Dragonball FighterZ - Steam Exclusive
Railway Empire - Not Steam Exclusive
We Were Here Too - Steam Exclusive
Aegis Defenders - Not exclusive
Civilization 6 - Steam exclusive
Octogeddon - Steam exclusive
Rust - Steam exclusive
Dynasty Warriors 9 - Steam exclusive
Out of the first 14 games in the List, 10 of them are exclusively on Steam and are unplayable without a Steam Account and the Launcher. That's the thing. You may be able to buy keys from different stores but the in most cases, all of them just send you right back to steam.
If you want to play games on PC, you have to own both Steam and a Steam Account. Most developers only release their games exclusively on Steam and have been doing so for years and years now.