[Fire-Dragon-DoL]

This sounds more like "steam does amazing marketing, I'm not willing to do it myself, but I don't want to pay 30%".

You are totally allowed to release a website and allow purchase and download of your game through that only. People can still add the game to steam (but no cloud saves!).

You cannot do that on iOS, Sony, Microsoft (xbox) and Nintendo, you are required to pay them to reach those customers.

Now, yes as a customer I prefer if your game is on steam because it gives me some guarantees: no virus, often cloud saves integration, reviews to understand the type and quality of game before purchase. These are things you don't get even if the game was added to steam with "add a non steam game".