It depends on whether the game wants that or not; it must explicitly opt-in to that. If it wasn't Steam offering their extremely nonintrusive DRM, those games would likely use more intrusive DRM systems instead such as their own launchers or worse.
It also somehow doesn't feel right to call it "DRM" since it has none of the downsides of "traditional" DRM systems: It works offline, it doesn't cause performance issues and doesn't get in your way (at least it never even once got in mine).

I'd much rather launch the games through Steam anyways though. Do you manually open the games' locations and then open their executables or what? A nice GUI with favourites, friends and a big "play" button is just a lot better IMHO.