While I normally check both locations and buy from GOG if it’s available there, you would be surprised how many Steam titles are completely DRM free.
I needed some DRM free games for the classroom last year and was pleasantly surprised that a lot of the smaller, indie games I own Steam, the ones I was most interested in bringing into the classroom to begin with, run perfectly well on a machine without Steam even installed just by copying the folder to a flash drive. Some required deleting a Steam.dll or adding a text document that states the SteamID of the game, but most of the games I wanted I was able to run from a flash drive, DRM free, no Internet, Steam or game install required.
Steam offers DRM to devs that want it, but it is not a DRM platform in of itself.