This was the case for me, to some extent, for some time. But then, the more I used of Steam, the more I realized there are a variety of issues, ranging from minor inconveniences like having to deal with the Steam client (and its interface and footprint) to being at risk of losing access to all of my Steam games due to losing access to the account for a variety of possible reasons (some of which could happen even if I didn’t do anything wrong on my end).
These days, if I buy, I buy DRM-free. That’s an arrangement where publishers/developers properly respect customers. If it’s not available DRM-free, it’s ethically justifiable to pirate.