Many games on steam are purchasable/downloadable/installed through steam, and then default to opening up whatever launcher the game normally uses.
In some cases you can customize or skip this with an additional parameter on runtime, but for any game that requires you to be … some kind of logged in to the game’s own user management system, usually this does not work, occasionally it can get you banned by the game.
tl:dr; steam probably just launches the gaijin launcher that then launches the game.