Pirating games. Valve doesn't care if you play games you buy not on their hardware (being their original business), while Nintendo doesn't want you playing Switch games on a computer even if you bought the game.
Steam doesn't enforce DRM. You can usually go to the game files and just click the launcher from the file manager and the game will run without steam getting involved. Sure its not the most officially supported, but they hardly prevent you from doing it.
This is a weird claim given all of the free work Steam has upstreamed to WINE, and released with Proton, that allow you to play your Steam games on any Linux system you want.
There are replacements for steamapi.dll that let you play games without needing to have Steam open (e.g. "Goldberg"). These are sometimes called 'Steam Emulators'.