Thank you all for your answers. You are right, I don't need Steam anymore to play the game. Still, I think Larian should be careful with words since D:OS doesn't qualify as a DRM-free game since you need to be online for the installation and you have to be on Steam to have updates.
Like Halcyon, I hope I will be able to switch to GOG.com. This GOG Galaxy client has my curiosity.