Definitely not all games, and for games that do have it cracking it is in most cases as simple as swapping out a Steam .dll (so very easy). It's primarily there as appeasement for devs who would be reluctant to engage with a platform with no copy protection, or in otherwords is mostly theater.
I haven't tried with too many games since the usecase only comes up rarely, but I know that Downwell and UFO 50 work this way off the top of my head. They come with a Steam dll that will try to launch Steam for the sake of getting achievements and such, but if you delete them or just don't have Steam they launch all the same.
