I wrote and asked support a few questions. They wrote back, remarkably quickly and detailed. Here I share with you their answer:

Quote
The DVD contains a steam installer, so yes, steam will have to be installed
to be able to download the game.
This is mentioned on our larianvault page, but apparantly not on the amazon
page.

The game does not contain any DRM though, Steam is just used as a download
and update platform.
Once the game has been downloaded, you can copy the game and uninstall steam
if you want.

To answer your specific questions:
1. Is Steam required to install Divinity:Original Sin from the
Collector's Edition?
>> yes it is required (install steam, activate game via steam with steam
key)
2. Is Steam required to update D:OS from the CE?
>> most likely a first day patch will have to be downloaded once installed,
yes
3. Is Steam required to play D:OS from the CE in multiplayer?
>> you can play d:os in multiplayer via connect to ip or via LAN on the drm
free version (without steam).
if you want to play with other users on steam (without connect to ip - so
via the steam lobby framework), you will have to login to steam.

We apologize for any confusion and thank you for (trying) to purchase our
game .

Kind regards,

Octaaf
Larian Studios

Great answers that revealed more questions smile
I won't bug their support with this, but feel free to ponder:
1. Can GOG buying people install and use the Steam lobby?
2. Will GOG updates be compatible with the Steam version?